期刊
NEW GENERATION COMPUTING
卷 27, 期 1, 页码 1-23出版社
SPRINGER
DOI: 10.1007/s00354-008-0052-x
关键词
Prediction; Computational Mechanics; Time Series Analysis; Optimisation
资金
- Australian Research Council
- University of Queensland
- Australian Computational Earth Systems Simulator MNRF
We apply the Computational Mechanics approach to the analysis of time-series representative of geophysical measurements. The algorithm employed is the Causal-State Splitting Reconstruction (CSSR) algorithm. We address a number of data pre-processing steps which are necessary when analysing complex time-series and specific to symbolised time-series analysis tools such as CSSR. We cast the choice of input parameters for the CSSR algorithm and time-series symbolisation, into an optimisation problem, with the aim of maximising the predictability of events of specific interest. Our approach is problem independent and can be easily extended to other applications. This research highlights the challenges to be overcome when analysing complex time-series using the Computational Mechanics approach. We also discuss further developments necessary to extend the approach to real data applications.
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