Predicting the state of a dynamic system influenced by a chaotic immersion environment is an extremely difficult task, in which the direct use of statistical extrapolation computational schemes is infeasible. This paper considers a version of precedent forecasting in which we use the aftereffects of retrospective observation segments that are similar to the current situation as a forecast. Furthermore, we employ the presence of relatively stable correlations between the parameters of the immersion environment as a regularizing factor. We pay special attention to the choice of similarity measures or distances used to find analog windows in arrays of retrospective multidimensional observations.
Original languageEnglish
Article number110
JournalComputation
Volume9
Issue number10
DOIs
StatePublished - Oct 2021

    Research areas

  • Multidimensional observations, Precedent analysis, Stochastic process forecasting

    Scopus subject areas

  • Theoretical Computer Science
  • Computer Science(all)
  • Modelling and Simulation
  • Applied Mathematics

ID: 87278712