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Multivariate regression estimation: Local polynomial fitting for time series

โœ Scribed by Elias Masry


Book ID
118579179
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
376 KB
Volume
30
Category
Article
ISSN
0362-546X

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Prediction of multivariate chaotic time
โœ Li-yun Su ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 761 KB

To improve the prediction accuracy of complex multivariate chaotic time series, a novel scheme formed on the basis of multivariate local polynomial fitting with the optimal kernel function is proposed. According to Takens Theorem, a chaotic time series is reconstructed into vector data, multivariate