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原文連結
論文資訊
- 類型：已發表論文
- 日期：2016-02-29
摘要
Delay-coordinate reconstruction is a proven modeling strategy for building effective forecasts of 非線性 time series. The first step in this process is the estimation of good values for two parameters, the time delay and the embedding dimension. Many heuristics and strategies have been proposed in the literature for estimating these values. Few, if any, of these methods were developed with forecasting in mind, however, and their results are not optimal for that purpose. Even so, these heuristics-intended for other applications-are routinely used when building delay coordinate reconstruction-based forecast models. In this paper, we propose an alternate strategy for choosing optimal parameter values for forecast methods that are based on delay-coordinate reconstructions. The basic calculation i
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