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- W2912881462 abstract "Tasking machine learning to predict segments of a time series requires estimating the parameters of a ML model with input/output pairs from the time series. Using the equivalence between statistical data assimilation and supervised machine learning, we revisit this task. The training method for the machine utilizes a precision annealing approach to identifying the global minimum of the action (-log[P]). In this way we are able to identify the number of training pairs required to produce good generalizations (predictions) for the time series. We proceed from a scalar time series $s(t_n); t_n = t_0 + n Delta t$ and using methods of nonlinear time series analysis show how to produce a $D_E > 1$ dimensional time delay embedding space in which the time series has no false neighbors as does the observed $s(t_n)$ time series. In that $D_E$-dimensional space we explore the use of feed forward multi-layer perceptrons as network models operating on $D_E$-dimensional input and producing $D_E$-dimensional outputs." @default.
- W2912881462 created "2019-02-21" @default.
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- W2912881462 date "2019-02-12" @default.
- W2912881462 modified "2023-10-04" @default.
- W2912881462 title "Machine Learning of Time Series Using Time-delay Embedding and Precision Annealing" @default.
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