An Unsupervised Neural Method for Time Series Analysis, Characterisation and Prediction
We present a novel neural network method for extraction of the embedding function of a time series. We give results on two sets of computer-generated data which are known to show exponentially increasing divergence from nearby initial conditions. We use the network to predict the future evolution of these artificial mappings.
KeywordsFinite Impulse Response Neural Network Method Artificial Mapping Henon Mapping Residual Output
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