Local prediction of turning points of oscillating time series

Details Local prediction of turning points of oscillating time series Local prediction of turning points of oscillating time series

2008-08-06

arxiv.org/abs/0808.0830v1

Nonlinear Sciences

Chaotic Dynamics

7 pages, 5 figures, 2 tables, submitted to PRE

Scientific paper

10.1103/PhysRevE.78.036206

For oscillating time series, the prediction is often focused on the turning points. In order to predict the turning point magnitudes and times it is proposed to form the state space reconstruction only from the turning points and modify the local (nearest neighbor) model accordingly. The model on turning points gives optimal prediction at a lower dimensional state space than the optimal local model applied directly on the oscillating time series and is thus computationally more efficient. Monte Carlo simulations on different oscillating nonlinear systems showed that it gives better predictions of turning points and this is confirmed also for the time series of annual sunspots and total stress in a plastic deformation experiment.

Affiliated with

Also associated with

No associations

Rating

Local prediction of turning points of oscillating time series does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Local prediction of turning points of oscillating time series, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Local prediction of turning points of oscillating time series will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-28106