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Predicting chaotic time series

Farmer, J. Doyne, Sidorowich, John J.·1987·Physical Review Letters

Abstract

We present a forecasting technique for chaotic data. After embedding a time series in a state space using delay coordinates, we ``learn'' the induced nonlinear mapping using local approximation. This allows us to make short-term predictions of the future behavior of a time series, using information based only on past values. We present an error estimate for this technique, and demonstrate its effectiveness by applying it to several examples, including data from the Mackey-Glass delay differential equation, Rayleigh-Benard convection, and Taylor-Couette flow.

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Metadata

Authors
Farmer, J. D., & Sidorowich, J. J.
Venue
Physical Review Letters
Published
1987-08-24
Volume
59
Issue
8
Pages
845-848
ISSN
0031-9007 (ISSN-L)
OpenAlex
W2034099719
Cited by
1,929
References
0
FWCI
19.64
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Predicting chaotic time series. https://app.cochat.ai/papers/10.1103/physrevlett.59.845
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Farmer, J. D., & Sidorowich, J. J. (1987). Predicting chaotic time series. Physical Review Letters. https://doi.org/10.1103/physrevlett.59.845

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