Improving the global fitting method on nonlinear time series analysis.
We are concerned with improving the forecast capabilities of the global approach to time series. We assume that the normal techniques of global mapping are applied, the noise reduction is performed, etc. Then, using the mathematical foundations behind such approaches, we propose a method that, without a great computational cost, greatly increases the accuracy of the corresponding forecasting.
Barbosa
L M C R
LM
Universidade Federal Fluminense, Instituto de Física Campus da Praia Vermelha, Gragoatá, Niterói CEP: 24210-310, RJ, Brazil.
Duarte
L G S
LG
Linhares
C A
CA
da Mota
L A C P
LA