相关论文: Optimal time delay embedding for nonlinear time se…

In the nonlinear prediction of scalar time series, the common practice is to reconstruct the state space using time-delay embedding and apply a local model on neighborhoods of the reconstructed space. The method of false nearest neighbors…

Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…

Reconstruction of a dynamical system from a time series requires the selection of two parameters, the embedding dimension $d_e$ and the embedding lag $\tau$. Many competing criteria to select these parameters exist, and all are heuristic.…

Systems with stochastic time delay between the input and output present a number of unique challenges. Time domain noise leads to irregular alignments, obfuscates relationships and attenuates inferred coefficients. To handle these…

This work addresses fundamental issues related to the structure and conditioning of linear time-delayed models of non-linear dynamics on an attractor. While this approach has been well-studied in the asymptotic sense (e.g. for infinite…

The problem of prediction of a given time series is examined on the basis of recent nonlinear dynamics theories. Particular attention is devoted to forecast the amplitude and phase of one of the most common solar indicator activity, the…

Prediction models that capture and use the structure of state-space dynamics can be very effective. In practice, however, one rarely has access to full information about that structure, and accurate reconstruction of the dynamics from…

In several practical applications, particularly healthcare, clinical data of each patient is individually recorded in a database at irregular intervals as required. This causes a sparse and irregularly sampled time series, which makes it…

Deciding the best future execution time is a critical task in many business activities while evolving time series forecasting, and optimal timing strategy provides such a solution, which is driven by observed data. This solution has plenty…

Identifying the qualitative changes in time-series data provides insights into the dynamics associated with such data. Such qualitative changes can be detected through topological approaches, which first embed the data into a…

To generate coherent responses, language models infer unobserved meaning from their input text sequence. One potential explanation for this capability arises from theories of delay embeddings in dynamical systems, which prove that…

We give a review of some recent developments in embeddings of time series and dynamic networks. We start out with traditional principal components and then look at extensions to dynamic factor models for time series. Unlike principal…

We suggest an algorithm for determining the proper delay time and the minimum embedding dimension for Takens' delay-time embedding procedure. This method resorts to the rate of change of the spatial distribution of points on a reconstructed…

Empirical modelling often aims for the simplest model consistent with the data. A new technique is presented which quantifies the consistency of the model dynamics as a function of location in state space. As is well-known, traditional…

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…

In this paper, we investigate time-varying nonlinear time series regression for a broad class of locally stationary time series. First, we propose sieve nonparametric estimators for the time-varying regression functions that achieve uniform…

In various scientific and engineering fields, the primary research areas have revolved around physics-based dynamical systems modeling and data-driven time series analysis. According to the embedding theory, dynamical systems and time…

Different disciplines pursue the aim to develop models which characterize certain phenomena as accurately as possible. Climatology is a prime example, where the temporal evolution of the climate is modeled. In order to compare and improve…

Using a time series model to mimic an observed time series has a long history. However, with regard to this objective, conventional estimation methods for discrete-time dynamical models are frequently found to be wanting. In fact, they are…

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time…