Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1889084 | Chaos, Solitons & Fractals | 2009 | 4 Pages |
Abstract
We propose a novel methodology for forecasting chaotic systems which is based on exploiting the information conveyed by the local Lyapunov exponents of a system. This information is used to correct for the inevitable bias of most non-parametric predictors. Using simulated data, we show that gains in prediction accuracy can be substantial.
Related Topics
Physical Sciences and Engineering
Physics and Astronomy
Statistical and Nonlinear Physics
Authors
Dominique Guégan, Justin Leroux,