A new method of determining the optimal embedding dimension based on nonlinear prediction

Chinese Physics

Volumn 16, Issue 5, 2007, Pages 1252-1257

  Meng, Qing Fang ^a   Peng, Yu Hua ^a   Xue, Pei Jun ^a  

^a SHANDONG UNIVERSITY   (China)

Author keywords

Embedding dimension; Nonlinear autoregressive prediction model; Nonlinear time series

Indexed keywords

EMBEDDED SYSTEMS; MATHEMATICAL MODELS; OPTIMAL SYSTEMS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

EMBEDDING DIMENSION; NONLINEAR AUTOREGRESSIVE PREDICTION MODELS; NONLINEAR TIME SERIES;

NONLINEAR SYSTEMS;

EID: 34249671816     PISSN: 10091963     EISSN: 17414199     Source Type: Journal    
DOI: 10.1088/1009-1963/16/5/014     Document Type: Article

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