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Predicting future dynamics from short-term time series using an Anticipated Learning Machine.


ABSTRACT: Predicting time series has significant practical applications over different disciplines. Here, we propose an Anticipated Learning Machine (ALM) to achieve precise future-state predictions based on short-term but high-dimensional data. From non-linear dynamical systems theory, we show that ALM can transform recent correlation/spatial information of high-dimensional variables into future dynamical/temporal information of any target variable, thereby overcoming the small-sample problem and achieving multistep-ahead predictions. Since the training samples generated from high-dimensional data also include information of the unknown future values of the target variable, it is called anticipated learning. Extensive experiments on real-world data demonstrate significantly superior performances of ALM over all of the existing 12 methods. In contrast to traditional statistics-based machine learning, ALM is based on non-linear dynamics, thus opening a new way for dynamics-based machine learning.

SUBMITTER: Chen C 

PROVIDER: S-EPMC8288952 | biostudies-literature | 2020 Jun

REPOSITORIES: biostudies-literature

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Predicting future dynamics from short-term time series using an Anticipated Learning Machine.

Chen Chuan C   Li Rui R   Shu Lin L   He Zhiyu Z   Wang Jining J   Zhang Chengming C   Ma Huanfei H   Aihara Kazuyuki K   Chen Luonan L  

National science review 20200219 6


Predicting time series has significant practical applications over different disciplines. Here, we propose an Anticipated Learning Machine (ALM) to achieve precise future-state predictions based on short-term but high-dimensional data. From non-linear dynamical systems theory, we show that ALM can transform recent correlation/spatial information of high-dimensional variables into future dynamical/temporal information of any target variable, thereby overcoming the small-sample problem and achievi  ...[more]

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