Generalized relational tensors for chaotic time series

The article deals with a generalized relational tensor, a novel discrete structure to store information about a time series, and algorithms (1) to fill the structure, (2) to generate a time series from the structure, and (3) to predict a time series. The algorithms combine the concept of generalized...

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Main Authors: Vasilii A. Gromov, Yury N. Beschastnov, Korney K. Tomashchuk
Format: Article
Language:English
Published: PeerJ Inc. 2023-03-01
Series:PeerJ Computer Science
Subjects:
Online Access:https://peerj.com/articles/cs-1254.pdf
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author Vasilii A. Gromov
Yury N. Beschastnov
Korney K. Tomashchuk
author_facet Vasilii A. Gromov
Yury N. Beschastnov
Korney K. Tomashchuk
author_sort Vasilii A. Gromov
collection DOAJ
description The article deals with a generalized relational tensor, a novel discrete structure to store information about a time series, and algorithms (1) to fill the structure, (2) to generate a time series from the structure, and (3) to predict a time series. The algorithms combine the concept of generalized z-vectors with ant colony optimization techniques. To estimate the quality of the storing/re-generating procedure, a difference between the characteristics of the initial and regenerated time series is used. For chaotic time series, a difference between characteristics of the initial time series (the largest Lyapunov exponent, the auto-correlation function) and those of the time series re-generated from a structure is used to assess the effectiveness of the algorithms in question. The approach has shown fairly good results for periodic and benchmark chaotic time series and satisfactory results for real-world chaotic data.
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spelling doaj.art-e730696d264948c49af93df7c51fcca52023-03-08T15:05:13ZengPeerJ Inc.PeerJ Computer Science2376-59922023-03-019e125410.7717/peerj-cs.1254Generalized relational tensors for chaotic time seriesVasilii A. Gromov0Yury N. Beschastnov1Korney K. Tomashchuk2School of Data Analysis and Artificial Intelligence, Higher School Economics University, Moscow, RussiaSchool of Data Analysis and Artificial Intelligence, Higher School Economics University, Moscow, RussiaSchool of Data Analysis and Artificial Intelligence, Higher School Economics University, Moscow, RussiaThe article deals with a generalized relational tensor, a novel discrete structure to store information about a time series, and algorithms (1) to fill the structure, (2) to generate a time series from the structure, and (3) to predict a time series. The algorithms combine the concept of generalized z-vectors with ant colony optimization techniques. To estimate the quality of the storing/re-generating procedure, a difference between the characteristics of the initial and regenerated time series is used. For chaotic time series, a difference between characteristics of the initial time series (the largest Lyapunov exponent, the auto-correlation function) and those of the time series re-generated from a structure is used to assess the effectiveness of the algorithms in question. The approach has shown fairly good results for periodic and benchmark chaotic time series and satisfactory results for real-world chaotic data.https://peerj.com/articles/cs-1254.pdfChaotic time seriesGraph representation of a seriesAnt colony optimizationIrregularly sampled time series
spellingShingle Vasilii A. Gromov
Yury N. Beschastnov
Korney K. Tomashchuk
Generalized relational tensors for chaotic time series
PeerJ Computer Science
Chaotic time series
Graph representation of a series
Ant colony optimization
Irregularly sampled time series
title Generalized relational tensors for chaotic time series
title_full Generalized relational tensors for chaotic time series
title_fullStr Generalized relational tensors for chaotic time series
title_full_unstemmed Generalized relational tensors for chaotic time series
title_short Generalized relational tensors for chaotic time series
title_sort generalized relational tensors for chaotic time series
topic Chaotic time series
Graph representation of a series
Ant colony optimization
Irregularly sampled time series
url https://peerj.com/articles/cs-1254.pdf
work_keys_str_mv AT vasiliiagromov generalizedrelationaltensorsforchaotictimeseries
AT yurynbeschastnov generalizedrelationaltensorsforchaotictimeseries
AT korneyktomashchuk generalizedrelationaltensorsforchaotictimeseries