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Transactions: INTERNATIONAL JOURNAL of APPLIED MATHEMATICS AND INFORMATICS
Transactions ID Number: 20-837
Full Name: Ismael Marín Carrión
Position: Doctor (Researcher)
Age: ON
Sex: Female
Address: C/ Dr Ramón Castroviejo , 65, 8G - Madrid
Country: SPAIN
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E-mail address: ismael.marin@uclm.es
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Title of the Paper: A prediction method for nonlinear time series analysis by combining the false nearest neighbors and subspace identification methods
Authors as they appear in the Paper: Ismael Marín Carrión, Enrique Arias Antúnez, María del Mar Artigao Castillo, Juan José Miralles Canals
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Number of paper pages: 8
Abstract: Nonlinear time series analysis is a powerful methodology that permits to predict the temporal evolution of some kinds of dynamical systems from characteristic quantities, such as the minimal embedding dimension or the maximal Lyapunov exponent. In fact, one of the most important goals of nonlinear analysis of experimental time series is the prediction. The subspace identification methods provides a good framework to model a system, both deterministic and stochastic, in a easily way. In order to make predictions, we propose a method which combine the minimal embedding dimension obtained by the method of false nearest neighbors and a model estimated by means of a subspace identification method. The results, in terms of predicted error, show the reliability of this new approach.
Keywords: Nonlinear time series analysis, False Nearest Neighbors method, Subspace identification methods, Prediction
EXTENSION of the file: .pdf
Special (Invited) Session: A prediction method for nonlinear time series analysis of air temperature data by combining the false nearest neighbors and subspace identification methods
Organizer of the Session: 653-119
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