Programs in Physics & Physical Chemistry
|[Licence| Download | New Version Template] aerw_v1_0.tar.gz(92 Kbytes)|
|Manuscript Title: A MAPLE PACKAGE FOR IMPROVED GLOBAL MAPPING FORECAST|
|Authors: H. Carli, L.G.S. Duarte, L.A.C.P. da Mota|
|Program title: TimeS|
|Catalogue identifier: AERW_v1_0|
Distribution format: tar.gz
|Journal reference: Comput. Phys. Commun. 185(2014)1115|
|Programming language: Maple 14.|
|Computer: Any capable of running Maple.|
|Operating system: Any capable of running Maple. Tested on Windows ME, Windows XP, Windows 7.|
|RAM: 128 Megabytes|
|Keywords: Time Series Analysis, Global Fitting, Symbolic Computation, Forecast, Improved Forecast.|
|Classification: 4.3, 4.9, 5.|
Nature of problem:
Time series analysis and improving forecast capability.
The method of solution is partially based on a result published in .
If the time series that is being analyzed presents a great amount of noise or if the dynamical system behind the time series is of high dimensionality (Dim >> 3), then the method may not work well.
Our implementation can, in the cases where the dynamics behind the time series is given by a system of low dimensionality, greatly improve the forecast.
This depends strongly on the command that is being used.
|||Barbosa, L.M.C.R., Duarte, L.G.S., Linhares, C.A. and da Mota, L.A.C.P., Improving the global fitting method on nonlinear time series analysis, Phys. Rev. E 74, 026702, (2006)|
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