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...

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書誌詳細

出版年:	Entropy
主要な著者:	Sebastian Raubitzek, Thomas Neubauer, Jan Friedrich, Andreas Rauber
フォーマット:	論文
言語:	英語
出版事項:	MDPI AG 2022-05-01
主題:	time series interpolation phase space reconstruction Takens’ theorem interpolation stochastic interpolation genetic algorithm
オンライン･アクセス:	https://www.mdpi.com/1099-4300/24/5/718