Randomly distributed embedding making short-term high-dimensional data predictable.

ABSTRACT: Future state prediction for nonlinear dynamical systems is a challenging task, particularly when only a few time series samples for high-dimensional variables are available from real-world systems. In this work, we propose a model-free framework, named randomly distributed embedding (RDE), to achieve accurate future state prediction based on short-term high-dimensional data. Specifically, from the observed data of high-dimensional variables, the RDE framework randomly generates a sufficient number of low-dimensional "nondelay embeddings" and maps each of them to a "delay embedding," which is constructed from the data of a to be predicted target variable. Any of these mappings can perform as a low-dimensional weak predictor for future state prediction, and all of such mappings generate a di

SUBMITTER: Ma H 

PROVIDER: S-EPMC6205453 | biostudies-literature | 2018 Oct

REPOSITORIES: biostudies-literature