Re: time series prediction with octave

[Juan Pablo Carbajal]

On Thu, Oct 13, 2011 at 4:33 PM, fotios <address@hidden> wrote:
> On Thu, 2011-10-13 at 16:57 +0300, George Kousiouris wrote:
>>
>> Hmmm, non-chaotic are the ones that are strictly periodical?
>>
>> I would say that there could be some periodicity, but definitely
>> non-deterministic. I have in mind time series for example from website
>> workload (user requests). This could have periodic features (like
>> daytime/nighttime traffic) but can also have random events that
>> disturb this behaviour (for example breaking news etc.)
>>
>>
>> On 10/13/2011 4:35 PM, Doug Stewart wrote:
>> >
>> >
>> > On Thu, Oct 13, 2011 at 4:06 AM, George Kousiouris
>> > <address@hidden> wrote:
>> >
>> >         Hi all,
>> >
>> >         I was wandering if there is any package/function in octave
>> >         that performs time series prediction.
>> >
>> >         BR,
>> >         George
>> >
>> >         --
>> >
>> >
>> >
>> >
>> >
>> > That is a big subject. Are you looking at a chaotic or non chaotic
>> > series?
>> >
>> >
>> > Doug
>> >
>> >
>> >
>> > --
>> > DAS
>> >
>> >
>> > https://linuxcounter.net/user/206392.html
>> >
>> > _______________________________________________
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>>
>>
>> --
>>
>> ---------------------------
>>
>> George Kousiouris
>> Electrical and Computer Engineer
>> Division of Communications,
>> Electronics and Information Engineering
>> School of Electrical and Computer Engineering
>> Tel: +30 210 772 2546
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>>
>> National Technical University of Athens
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>
> Nope, non-chaotic are those with n-cycles (period n) plus those that are
> stochastic - if i recall right. I think implementing yourself Takens
> time-embedding is both easy and feasible in your case - can be used for
> series that "look" stochastic due to their dependence on many variables
> and the method constructs/isolates those state variables that contribute
> more. A very nice explanation - simplified but complete in greek - is
> provided by Tasos Bountis at his book "O thavmastos kosmos ton
> fractal" (the amazing fractal world). Hope it helps a bit.
>
> /Fotis
>
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>

quasi periodic signals can non-chaotic as well.

Check also "Non-linear time series analysis", is a classic and is
where TISEAN comes from.



-- 
M. Sc. Juan Pablo Carbajal
-----
PhD Student
University of Zürich
http://ailab.ifi.uzh.ch/carbajal/