The problem of processing time series: extending possibilities of the local approximation method using singular spectrum analysis

DOI10.1007/s11232-005-0077-yzbMath1178.37116OpenAlexW4243075890MaRDI QIDQ844302

I. A. Istomin, O. L. Kotlyarov, Alexander Yu. Loskutov

Publication date: 18 January 2010

Published in: Theoretical and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11232-005-0077-y

zbMATH Keywords

forecastchaostime serieslocal approximation

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

Uses Software

• UNCMND
• pchip

Cites Work

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• Measuring the strangeness of strange attractors
• Extracting qualitative dynamics from experimental data
• Regularized local linear prediction of chaotic time series
• Towards long-term prediction
• Oscillation and Chaos in Physiological Control Systems

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