Abstract

This contribution compares the success of several nonlinear prediction techniques applied to the data series in sets a.dat and a.cont. The advantages of a new approach making predictions based on selective use of several different delay reconstructions are illustrated, and a comparison of both local linear and local nonlinear predictions is given. Given the limitations due to sampling rate and saturation in these data sets, the quality of the predictions achieved with very little information on the value of the initial condition (32 bits or less), in combination with the examination of the behavior of the system in the longer data set a.cont, suggests that, while the system is nonlinear, evidence for sensitivity to initial condition, if any, is slight. To appear in: Predicting the Future and Understanding the Past: A Comparison of Approaches, The Proceedings of the Comparative Time Series Analysis Workshop, Santa Fe, May 1992. Ed. by A. Weigend and N. Gersenfeld, Addison-Wesley, 1993....

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