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Constrained LLA to predict a chaotic time series 1.0

  Date Added: July 05, 2013  |  Visits: 251

Constrained LLA to predict a chaotic time series

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4 files are included in the package:(1) fs01.m - the 1st-order local linear approximation (LLA) very similar to algorithm by Farmer and Sidorowich (1987). Uses constrained linear least squares (lsqlin) and(2) ts1.m - to reconstruct the vectors of the state space.(3) Example.m - runs fs01 and ts1 to predict(4) composite.txt - synthetic time series of decadal average sunspot number

Requirements: No special requirements
Platforms: Matlab
Keyword: Average Compositetxt Decadal Examplem Fs01m Included Linear Local Lsqlin Number Predict Reconstruct Series Space Squares State Storder Sunspot Synthetic Vectors
Users rating: 0/10

License: Freeware Size: 10 KB
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