Constrained LLA to predict a chaotic time series
It should work with the noisy time series of limited length
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4 files are included in the package:
(1) fs01.m - the 1st-order local linear approximation (LLA) very similar to algorithm by Farmer and Sidorowich (1987). Uses constrained linear least squares (lsqlin) and
(2) ts1.m - to reconstruct the vectors of the state space.
(3) Example.m - runs fs01 and ts1 to predict
(4) composite.txt - synthetic time series of decadal average sunspot number
Cite As
Dmitry Volobuev (2026). Constrained LLA to predict a chaotic time series (https://www.mathworks.com/matlabcentral/fileexchange/17276-constrained-lla-to-predict-a-chaotic-time-series), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (8.23 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
