Modelling time series using information theory

被引：14

作者：

Diambra, L

Plastino, A

机构：

[1] Departamento de Física, Universidad National de la Plata, (1900) La Plata

来源：

PHYSICS LETTERS A | 1996年 / 216卷 / 06期

关键词：

D O I：

10.1016/0375-9601(96)00290-3

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

An information theory approach is devised for modelling, in parametric fashion, chaotic time series (and thus be in a position to make predictions). The concomitant technique can be used to predict the future behavior of nonlinear systems using just a small amount of data. Some numerical examples for chaotic time series are presented. The method can be considered to yield a new tool for modelling nonlinear systems.

引用

收藏

页码：278 / 282

页数：5

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