Abstract. A prediction scheme for spatio-temporal time series is presented that is based on reconstructed local states. As a numerical example the ev olution of a Kuramoto-Sivashin...
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...
Prediction of financial time series using artificial neural networks has been the subject of many publications, even if the predictability of financial series remains a subject of ...
Amaury Lendasse, John Aldo Lee, Eric de Bodt, Vinc...
Prediction of time series is an important problem in many areas of science and engineering. Extending the horizon of predictions further to the future is the challenging and diffic...
Abstract Traditional financial analysis systems utilize lowlevel price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price...