Application of joint permutations for predicting coupled time series

作者:Bravo Eduardo Paucar*; Aihara Kazuyuki; Hirata Yoshito
来源:Chaos, 2013, 23(4): 043104.
DOI:10.1063/1.4824313

摘要

In this work, we introduce a model for predicting multivariate time series data. This model was obtained by partitioning the state space with joint permutations. We review the theoretical framework of the previous works, show a simple extension to multivariate data, and compare its performance to the previous model obtained by permutations for predicting scalar time series data.

  • 出版日期2013-12