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- W2367146137 abstract "Constructing models of nonlinear time series itself is typically NP-hard.The situation will get worse if nonlinear system is non-hyperbolic,which means that the stable manifold of nonlinear system is parallel to its unstable manifold.Based on the minimal description length criteria,It is been pointed out that the marginal error algorithm is not optimal to the discrete system,sometimes even unadapted,from the viewpoint of over-fitting and under-fitting.A modified algorithm named total error algorithm is proposed and analyzed.The thought and structure of the algorithm are plain,so the algorithm can be easily implemented in practice.For noisy series in different non-hyperbolic nonlinear system,the whole time spending in many experiments is less than the Shaking method which is acknowledged to be the most effective at present.Since modeling nonlinear series are NP-hard,similar to other method,the method in this paper can not guarantee that the result is necessarily the optimal,though the best model has been obtained for implemented limited experiments." @default.
- W2367146137 created "2016-06-24" @default.
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- W2367146137 date "2010-01-01" @default.
- W2367146137 modified "2023-09-24" @default.
- W2367146137 title "A Suboptimal Modeling Scheme from Scalar Series for Non-hyperbolic Nonlinear Discrete System" @default.
- W2367146137 hasPublicationYear "2010" @default.
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