Nonlinear forecasting for the classification of natural time series

@article{Sugihara1994NonlinearFF,
  title={Nonlinear forecasting for the classification of natural time series},
  author={George Sugihara},
  journal={Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences},
  year={1994},
  volume={348},
  pages={477 - 495}
}
  • G. Sugihara
  • Published 1994
  • Mathematics
  • Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences
There is a growing trend in the natural sciences to view time series as products of dynamical systems. This viewpoint has proven to be particularly useful in stimulating debate and insight into the nature of the underlying generating mechanisms. Here I review some of the issues concerning the use of forecasting in the detection of nonlinearities and possible chaos, particularly with regard to stochastic chaos. Moreover, it is shown how recent attempts to measure meaningful Lyapunov exponents… Expand

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