Corpus ID: 17563627

LICORS: Light Cone Reconstruction of States for Non-parametric Forecasting of Spatio-Temporal Systems

@article{Goerg2012LICORSLC,
  title={LICORS: Light Cone Reconstruction of States for Non-parametric Forecasting of Spatio-Temporal Systems},
  author={Georg M. Goerg and Cosma Rohilla Shalizi},
  journal={arXiv: Methodology},
  year={2012}
}
  • Georg M. Goerg, Cosma Rohilla Shalizi
  • Published 2012
  • Computer Science, Mathematics, Physics
  • arXiv: Methodology
  • We present a new, non-parametric forecasting method for data where continuous values are observed discretely in space and time. Our method, "light-cone reconstruction of states" (LICORS), uses physical principles to identify predictive states which are local properties of the system, both in space and time. LICORS discovers the number of predictive states and their predictive distributions automatically, and consistently, under mild assumptions on the data source. We provide an algorithm to… CONTINUE READING

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