Attractor Ranked Radial Basis Function Network: A Nonparametric Forecasting Approach for Chaotic Dynamic Systems.

ABSTRACT: The curse of dimensionality has long been a hurdle in the analysis of complex data in areas such as computational biology, ecology and econometrics. In this work, we present a forecasting algorithm that exploits the dimensionality of data in a nonparametric autoregressive framework. The main idea is that the dynamics of a chaotic dynamical system consisting of multiple time-series can be reconstructed using a combination of different variables. This nonlinear autoregressive algorithm uses multivariate attractors reconstructed as the inputs of a neural network to predict the future. We show that our approach, attractor ranked radial basis function network (AR-RBFN) provides a better forecast than that obtained using other model-free approaches as well as univariate and multivariate autoregressive models using radial basis function networks. We demonstrate this for simulated ecosystem models and a mesocosm experiment. By taking advantage of dimensionality, we show that AR-RBFN overcomes the shortcomings of noisy and short time-series data.

SUBMITTER: Masnadi-Shirazi M 

PROVIDER: S-EPMC7052196 | biostudies-literature | 2020 Mar

REPOSITORIES: biostudies-literature