Machine Learning of Time Series Using Time-Delay Embedding and Precision Annealing
Abstract
Tasking machine learning to predict segments of a time series requires estimating the parameters of a ML model with input/output pairs from the time series. We borrow two techniques used in statistical data assimilation in order to accomplish this task: time-delay embedding to prepare our input data and precision annealing as a training method. The precision annealing approach identifies the global minimum of the action ([Formula: see text]). In...
Paper Details
Title
Machine Learning of Time Series Using Time-Delay Embedding and Precision Annealing
Published Date
Oct 1, 2019
Journal
Volume
31
Issue
10
Pages
2004 - 2024
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