Complexity Explorer Santa Fe Institute

Technical Book

Time Series Prediction: Forecasting the Future and Understanding the Past

Description: The book is a summary of a time series forecasting competition that was held a number of years ago. The competition used four different kinds of time series (for example, one data set was chaotic from measurements of a laser, and another was a multidimensional physiological times series of heart beats and respiration, etc.). The strength of the book lies in that it represents several ways to approach real time series prediction strategies in a concrete way—Invaluable, especially to researchers who may be just beginning. Supplementary material: Excerpt from entry:

A. S. Weigend
time series; neural networks; feedforward network; network structure; machine learning; state-space; entropy; nonlinear

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