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PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS

✍ Scribed by Richard A. Lewis; Gregory C. Reinsel


Book ID
111039553
Publisher
John Wiley and Sons
Year
1988
Tongue
English
Weight
913 KB
Volume
9
Category
Article
ISSN
0143-9782

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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