Publication Date:
2015-05-15
Description:
Author(s): Jakob Runge, Reik V. Donner, and Jürgen Kurths Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and overfitting for more than a few predictors which has limited the... [Phys. Rev. E 91, 052909] Published Wed May 13, 2015
Keywords:
Nonlinear Dynamics and Chaos
Print ISSN:
1539-3755
Electronic ISSN:
1550-2376
Topics:
Physics