TimeseriesPrediction.jl

Prediction of timeseries using methods of nonlinear dynamics and timeseries analysis
Author JuliaDynamics
Popularity
73 Stars
Updated Last
1 Year Ago
Started In
February 2018

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Repository for predicting timeseries using methods from nonlinear dynamics and timeseries analysis. It uses DelayEmbeddings.

Kuramoto-Sivashinsky example

Kuramoto-Sivashinsky Prediction

This example performs a temporal prediction of the Kuramoto-Sivashinsky model. It is a one-dimensional system with the spatial dimension shown on the x-axis and its temporal evolution along the y-axis. The algorithm makes iterative predictions into the future that stay similar to the true evolution for a while but eventually diverge.