[HN Gopher] Time-series forecasting through recurrent topology
       ___________________________________________________________________
        
       Time-series forecasting through recurrent topology
        
       Author : bryanrasmussen
       Score  : 38 points
       Date   : 2024-11-23 18:07 UTC (4 hours ago)
        
 (HTM) web link (www.nature.com)
 (TXT) w3m dump (www.nature.com)
        
       | motohagiography wrote:
       | naive question but can forecasting in a time series be applied
       | backward to interpolate it? in a case like this FReT algorithm,
       | the idea would be that the information in the FReT interpolated
       | series (or SETAR, NNET, etc) would have a higher fidelity to the
       | total information in the sequence.
        
       | qazwsxedchac wrote:
       | This is an utterly brilliant hack for dimensionality reduction
       | leading to pattern recognition. That it even beats SVMs (albeit
       | with a single carefully chosen example ;-) is icing on the cake.
       | 
       | One thing I don't understand is the addition of the constant 3 to
       | the row index (in the paper just after formula 6). Intuitively
       | this should be only 2, because the last row vector of the local
       | topology lags the last state captured in the distance matrix by
       | one row, and then we want to move ahead one more row to start
       | forecasting.
       | 
       | What am I missing?
        
       ___________________________________________________________________
       (page generated 2024-11-23 23:00 UTC)