Improvement in global forecast for chaotic time series

DOI10.1016/j.cpc.2016.05.011zbMath1375.37170OpenAlexW2405699975MaRDI QIDQ1682687

L. A. C. P. da Mota, L. G. S. Duarte, Paulo Ricardo L. Alves

Publication date: 5 December 2017

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cpc.2016.05.011

zbMATH Keywords

chaossymbolic computationtime series analysispredictabilityglobal fitting

Mathematics Subject Classification ID

Symbolic computation and algebraic computation (68W30) Time series analysis of dynamical systems (37M10) Packaged methods for numerical algorithms (65Y15) Software, source code, etc. for problems pertaining to dynamical systems and ergodic theory (37-04)

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Uses Software

• Matlab
• TIMES

Cites Work

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• A Maple package for improved global mapping forecast
• Nonlinear prediction of chaotic time series
• Embedology
• Practical implementation of nonlinear time series methods: The <scp>TISEAN</scp> package
• Handbook of Time Series Analysis
• Deterministic Nonperiodic Flow
• Nonlinear Time Series Analysis
• An analysis of variance test for normality (complete samples)