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Predicting future dynamics from short-term time series using an Anticipated Learning Machine
Predicting time series has significant practical applications over different disciplines. Here, we propose an Anticipated Learning Machine (ALM) to achieve precise future-state predictions based on short-term but high-dimensional data. From non-linear dynamical systems theory, we show that ALM can t...
Autores principales: | , , , , , , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Oxford University Press
2020
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8288952/ https://www.ncbi.nlm.nih.gov/pubmed/34692127 http://dx.doi.org/10.1093/nsr/nwaa025 |
Sumario: | Predicting time series has significant practical applications over different disciplines. Here, we propose an Anticipated Learning Machine (ALM) to achieve precise future-state predictions based on short-term but high-dimensional data. From non-linear dynamical systems theory, we show that ALM can transform recent correlation/spatial information of high-dimensional variables into future dynamical/temporal information of any target variable, thereby overcoming the small-sample problem and achieving multistep-ahead predictions. Since the training samples generated from high-dimensional data also include information of the unknown future values of the target variable, it is called anticipated learning. Extensive experiments on real-world data demonstrate significantly superior performances of ALM over all of the existing 12 methods. In contrast to traditional statistics-based machine learning, ALM is based on non-linear dynamics, thus opening a new way for dynamics-based machine learning. |
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