An Unsupervised Neural Method for Time Series Analysis, Characterisation and Prediction

Conference paper


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.


Finite Impulse Response Neural Network Method Artificial Mapping Henon Mapping Residual Output 


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    A. Weigend and N. Gershenfeld. Time Series Prediction, Forecasting the Future and Understanding the Past. Addison Wesley, 1996.Google Scholar

Copyright information

© Springer-Verlag Wien 1998

Authors and Affiliations

  • C. Fyfe
    • 1
  1. 1.Department of Computing and Information SystemsThe University of PaisleyUK

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