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• W2399697589 abstract "We present the symplectic geometry spectrum regression (SGSR) technique as well as a regularized method based on SGSR for prediction of nonlinear time series. The main tool of analysis is the symplectic geometry spectrum analysis, which decomposes a time series into the sum of a small number of independent and interpretable components. The key to successful regularization is to damp higher order symplectic geometry spectrum components. The effectiveness of SGSR and its superiority over local approximation using ordinary least squares are demonstrated through prediction of two noisy synthetic chaotic time series (Lorenz and Rössler series), and then tested for prediction of three real-world data sets (Mississippi River flow data and electromyographic and mechanomyographic signal recorded from human body)." @default.
• W2399697589 created "2016-06-24" @default.
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• W2399697589 date "2016-05-20" @default.
• W2399697589 modified "2023-09-27" @default.
• W2399697589 title "Symplectic geometry spectrum regression for prediction of noisy time series" @default.
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• W2399697589 doi "https://doi.org/10.1103/physreve.93.052217" @default.
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