Machine Learning of Time Series Using Time-Delay Embedding and Precision Annealing

DOI10.1162/neco_a_01224zbMath1452.68159arXiv1902.05062OpenAlexW2967076903WikidataQ92497780 ScholiaQ92497780MaRDI QIDQ5214389

Paul. J. Rozdeba, Zheng Fang, Rivver A. Gonzalez, Alexander J. A. Ty, Henry D. I. Abarbanel

Publication date: 7 February 2020

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.05062

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

Uses Software

• EnKF
• GitHub
• VarAnneal

Cites Work

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