Interpolating Strange Attractors via Fractional Brownian Bridges

Interpolating Strange Attractors via Fractional Brownian Bridges

We present a novel method for interpolating univariate time series data. The proposed method combines multi-point fractional Brownian bridges, a genetic algorithm, and Takens’ theorem for reconstructing a phase space from univariate time series data. The basic idea is to first generate a population...

Full description

Bibliographic Details
Main Authors: Sebastian Raubitzek, Thomas Neubauer, Jan Friedrich, Andreas Rauber
Format: Article
Language:English
Published: MDPI AG 2022-05-01
Series:Entropy
Subjects:
time series interpolation
phase space reconstruction
Takens’ theorem
interpolation
stochastic interpolation
genetic algorithm
Online Access:https://www.mdpi.com/1099-4300/24/5/718

Internet

https://www.mdpi.com/1099-4300/24/5/718

Similar Items