Local prediction of turning points of oscillating time series
نویسندگان
چکیده
منابع مشابه
Local prediction of turning points of oscillating time series.
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 predictions at a lower dimensional state space than the optimal local ...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2008
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.78.036206