This website requires JavaScript.

Autoregressive with Slack Time Series Model for Forecasting a Partially-Observed Dynamical Time Series

Akifumi OkunoYuya MorishitaYoh-ichi Mototake
Feb 2024
0被引用
0笔记
摘要原文
This study delves into the domain of dynamical systems, specifically the forecasting of dynamical time series defined through an evolution function. Traditional approaches in this area predict the future behavior of dynamical systems by inferring the evolution function. However, these methods may confront obstacles due to the presence of missing variables, which are usually attributed to challenges in measurement and a partial understanding of the system of interest. To overcome this obstacle, we introduce the autoregressive with slack time series (ARS) model, that simultaneously estimates the evolution function and imputes missing variables as a slack time series. Assuming time-invariance and linearity in the (underlying) entire dynamical time series, our experiments demonstrate the ARS model's capability to forecast future time series. From a theoretical perspective, we prove that a 2-dimensional time-invariant and linear system can be reconstructed by utilizing observations from a single, partially observed dimension of the system.
展开全部
机器翻译
AI理解论文&经典十问
图表提取
参考文献
发布时间 · 被引用数 · 默认排序
被引用
发布时间 · 被引用数 · 默认排序
社区问答