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Aimed at solving the interdependences among reconstruction variables and their parameters, this paper adopted genetic algorithm to determine reconstruction variables and parameters in the phase-space reconstruction of multivariate time series simultaneously. First, the process and method of phase-space reconstruction of multivariate time series are introduced. Then the theory of genetic algorithm...
Based the principle of minimizing average prediction error, in this paper genetic algorithm is adopted to determine parameters in the phase-space reconstruction of multivariate time series. First, the methods of phase-space reconstruction and multivariate time series prediction are introduced. Then the theory of genetic algorithm to select reconstruction parameters is given that chromosome coding...
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