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• W2100047653 abstract "A method is presented for improving the accuracy of forecasts of future values of a time series of one variable of a chaotic dynamical system. The metric for the embedding space of time-delay vectors of time series values is obtained from a metric tensor whose components are varied to minimize root mean squared error of forecasts. The improvement of forecasts is demonstrated for time series of the Hénon and Ikeda maps, the Lorenz system of coupled differential equations and the Mackey-Glass delay differential equation." @default.
• W2100047653 created "2016-06-24" @default.
• W2100047653 creator A5033216993 @default.
• W2100047653 date "1993-10-01" @default.
• W2100047653 modified "2023-09-25" @default.
• W2100047653 title "Forecasting a chaotic time series using an improved metric for embedding space" @default.
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• W2100047653 doi "https://doi.org/10.1016/0167-2789(93)90127-m" @default.
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