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guypayeur / Generic-Pred

Peer validation of Abbas Golestani & Robin Gras paper "Can we predict the unpredictable?"
Apache License 2.0
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Which chaoticity values can be used? #1

Open jvhoffbauer opened 3 years ago

jvhoffbauer commented 3 years ago

Do you know, whether they are only using the Lyapunov exponent or also other chaoticity measures?

Thanks, Jan

guypayeur commented 3 years ago

Hello Jan,

Has been a while since I touch this repo! Have you been able to read the original article ? (links attached) Can we predict the un predictable.pdf Can we predict the un predictable - Supp.pdf

My understanding is limited, but if I recall my investigation, Lyapunov exponent was used as one of possible non-linear measures that are later used to build a distribution of future prediction points. The Lyapunov exponent generate a single value for a time series.

Best regards Guy

guypayeur commented 3 years ago

If you are interested, here is a link to an updated version of the Jupiter notebook for deepnote.com : https://deepnote.com/project/79e8a7df-1888-48b8-a67f-d0e54143409e#%2FGeneric%20pred%2FDJIA-Prediction-20201211.ipynb

jvhoffbauer commented 3 years ago

Thanks!