A Maple package for improved global mapping forecast

Published: 1 March 2014| Version 1 | DOI: 10.17632/cfzrygj65d.1
H. Carli, L.G.S. Duarte, L.A.C.P. da Mota


Abstract We present a Maple implementation of the well known global approach to time series analysis and some further developments designed to improve the computational efficiency of the forecasting capabilities of the approach. This global approach can be summarized as being a reconstruction of the phase space, based on a time ordered series of data obtained from the system. After that, using the reconstructed vectors, a portion of this space is used to produce a mapping, a polynomial fitting, throug... Title of program: TimeS Catalogue Id: AERW_v1_0 Nature of problem Time series analysis and improving forecast capability. Versions of this program held in the CPC repository in Mendeley Data AERW_v1_0; TimeS; 10.1016/j.cpc.2013.12.001 This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2019)



Computational Physics, Computer Algebra System, Computational Method