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Embedology And Neural Estimation For Time Series Prediction, Robert E. Garza

Theses and Dissertations

Time series prediction has widespread application, ranging from predicting the stock market to trying to predict future locations of scud missiles. Recent work by Sauer and Casdagli has developed into the embedology theorem, which sets forth the procedures for state space manipulation and reconstruction for time series prediction. This includes embedding the time series into a higher dimensional space in order to form an attractor, a structure defined by the embedded vectors. Embedology is combined with neural technologies in an effort to create a more accurate prediction algorithm. These algorithms consist of embedology, neural networks, Euclidean space nearest neighbors, and …