Mathematical fortune-telling

Complexity

Volumn 6, Issue 5, 2001, Pages 27-40

  Hatamian, Tim S ^a  

^a Mathematicus Laboratories   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85012264765     PISSN: 10762787     EISSN: 10990526     Source Type: Journal    
DOI: 10.1002/cplx.1049     Document Type: Article

References (30)

1. J. Theiler, B. Galdrikian, A. Longtin, S. Eubank, and J. D. Farmer. Using Surrogate Data to Detect Nonlinearity in Time Series. Santa Fe Inst. Proceeding Vol. XII, September 1990, pp. 163–182.
2. H. Tong, Non-Linear Time Series Analysis. Oxford University Press, New York, 1990.
3. R. H. Shumway and D. S. Stoffer. Time-Series Analysis and Applications. Springer, New York, 2000.
4. J. C. Sprott and G. R. Rowlands, Chaos Demonstrations software. Amer. Inst. of Phys., New York 1992.
5. G. L. Baker and J. P. Gollub. Chaotic Dynamics. Cambridge Univ. Press, Cambridge, 1990.
6. H. D. I. Abarbanel and M. Kennel. Local False Nearest Neighbors and Dynamical Dimensions. Phys. Rev. E 47: 1993, pp. 3057–3068.
7. H. D. I. Abarbanel. Analysis of Observed Chaotic Data. Springer-Verlag, New York, 1996.
8. A. Fraser. Phsyica D, Reconstructing Attractors from Scalar Time Series. 34: 1989, pp. 391–404.
9. H. D. I. Abarbanel, R. Brown, J. J. Sidorowich, and L. S. Tsimring. The Analysis of observed Chaotic data in Physical Systems. Rev. Mod. Phys. 65: 1993, pp. 1331-–1392.
10. Time-delay Embedding. Phys. Rev. E 49: 1994, pp. 1840–1853.
11. J. L. Bentley. Multidimensional Binary Search Trees in Database Applications. IEEE Trans. Softw. Engin., SE-5(4): 1979, pp. 333–340.
12. R. F. Sproull. Refinements to the Nearest-neighbor Searching in k-Dimensional Trees. Algorithmica 6: 1991, pp. 579–589.
13. J. D. Farmer and J. J. Sidorowich. Predicting Chaotic Time Series. Phys. Rev. Lett., 59: 1987, pp. 845–848.
14. Also by the same authors in Exploiting Chaos to Predict the Future and Reduce Noise. Evolution, Games, and Learning. Y. C. Lee, (Ed.), World Scientific, Singapore, 1988, pp. 227–330.
15. H. D. I. Abarbanel, T. A. Carroll, L. M. Pecora, J. J. Sidorowich, and L. S. Tsimring. Predicting Physical Variables in Time Delay Embedding. Phys. Rev. E 49: 1994, pp. 1840–1853.
16. M. Casdagli. Nonlinear Prediction of Chaotic Time-series. Physica D 35: 1989, pp. 335–356.
17. H. D. I. Abarbanel, R. Brown, and J. B. Radtke. Prediction in Chaotic Nonlinear Systems: Methods for Time-series with Broadband Fourier Spectra. Phys. Rev. A 41: 1990, pp. 1782.
18. J. R. Wolberg, Expert Trading Systems, Chapter 3, Wiley & Sons, New York, 2000.
19. J. Schneider, and A. W. Moore, A Locally Weighted Learning Tutorial, http://www.cs.cmu.edu/∼schneide/tut5/tut5.html.
20. K. Stokbro and D. Umberger. Forecasting with Weighted Maps. Santa Fe Inst. Proceedings Vol XII, September 1990, pp. 7–93.
21. G. Rowlands and J. C. Sprott. Extraction of Dynamical Equations from Chaotic Data. Physica D, 58: 1992, pp. 251–259.
22. T. S. Hatamian. Predicting Deterministic Chaotic Time-series. J. Comp. Intellig. Finance 5(4): 1997, pp. 14–21.
23. F. Takens. Lecture Notes in Mathematics No.898, D. Rand, and L. S. Young (Eds.). Springer-Verlag, Berlin 1980. p. 366–381.
24. Also, R. Mane, op., pp. 230–241.
25. R. G. Gallager. Information Theory and Reliable Communications. John Wiley & Sons, New York, 1968.
26. K. W. Penrose, A. G. Nelson, and A. G. Fisher. FACSM, Generalized Body Composition Prediction Equation for Men Using Simple Measurement Techniques. Medicine and Science in Sports and Exercise 17(2): 1985, p. 189–202.
27. See also, http://libstat.cmu.edu/datasets/bodyfat.
28. R. A. Katz, (ed.). Chaotic, Fractal, and Nonlinear signal Processing. 10–14 July 1995 Mystic, CT, AIP Proceedings, Woodbury, NY, 1996.
29. A. S. Weigend, and N. A. Gershenfeld. Time Series Prediction. Addison Wesley, New York, 1994.
30. B. Meloon and J. C. Sprott. Quantification of Determinism in Music Using Iterated Function Systems. Empirical Studies of the Arts 15: 1997, pp. 3–13.