The goodness of global fitting in the reconstruction scheme

Published: 28 November 2019| Version 2 | DOI: 10.17632/pnhy9zymrp.2
Contributors:
Paulo Alves,
L. G. S. Duarte,
L. A. C. P. da Mota

Description

In the reconstruction scheme, the results for predictions from chaotic time series are accurate. This work introduces the chi-square test for goodness-of-fit and the statistic R-squared in this scenario. These new features facilitate the choice between different predictors and improve the predictive capacity of the LinMapTS package.

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Categories

Computational Physics, Time Series Analysis

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