Evaluation of Heuristics for Taken’s Theorem Hyper-Parameters Optimization in Time Series Forecasting Tasks

Evaluation of Heuristics for Taken’s Theorem Hyper-Parameters Optimization in Time Series Forecasting Tasks

This study compares three methods for optimizing the hyper-parameters <i>m</i> (embedding dimension) and <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>τ</mi></semantics></math>...

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Bibliographic Details
Main Authors: Rodrigo Hernandez-Mazariegos, Jose Ortiz-Bejar, Jesus Ortiz-Bejar
Format: Article
Language:English
Published: MDPI AG 2023-07-01
Series:Engineering Proceedings
Subjects:
Taken’s Theorem
time-series
SVR forecasting
mutual information
dimension congruence
random search
Online Access:https://www.mdpi.com/2673-4591/39/1/71

Internet

https://www.mdpi.com/2673-4591/39/1/71

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