Many time series prediction methods have focused on single step or short term prediction problems due to the inherent difficulty in controlling the propagation of errors from one ...
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...
In time series analysis, inference about causeeffect relationships among multiple times series is commonly based on the concept of Granger causality, which exploits temporal struc...
Recurrent neural networks serve as black-box models for nonlinear dynamical systems identification and time series prediction. Training of recurrent networks typically minimizes t...
The paper presents a method for times series prediction using a local dynamic modeling based on a three step process. In the first step the input data is embedded in a reconstruct...