We consider the question of predicting nonlinear time series. Kernel Dynamical Modeling (KDM), a new method based on kernels, is proposed as an extension to linear dynamical model...
We use concepts from chaos theory in order to model
nonlinear dynamical systems that exhibit deterministic behavior.
Observed time series from such a system can be embedded
into...
This paper presents a fuzzy system approach to the prediction of nonlinear time series and dynamical systems based on a fuzzy model that includes its derivative information. The u...
Many time series exhibit dynamics over vastly different time scales. The standard way to capture this behavior is to assume that the slow dynamics are a “trend”, to de-trend t...