Reduced Order Modeling with Skew-Radial Basis Functions for Time Series Prediction

Reduced Order Modeling with Skew-Radial Basis Functions for Time Series Prediction

We present a sparsity-promoting RBF algorithm for time-series prediction. We use a time-delayed embedding framework and model the function from the embedding space to predict the next point in the time series. We explore the standard benchmark data set generated by the Mackey–Glass chaotic dynamical...

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Bibliographic Details
Main Authors: Manuchehr Aminian, Michael Kirby
Format: Article
Language:English
Published: MDPI AG 2023-07-01
Series:Engineering Proceedings
Subjects:
skew-radial basis functions
reduced order models
sparse optimization
time-series prediction
Online Access:https://www.mdpi.com/2673-4591/39/1/93

Internet

https://www.mdpi.com/2673-4591/39/1/93

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