Generalized relational tensors for chaotic time series.
Vasilii A Gromov1, Yury N Beschastnov1, Korney K Tomashchuk1
1School of Data Analysis and Artificial Intelligence, Higher School Economics University, Moscow, Russia.
Peerj. Computer Science
|June 22, 2023
Summary
This study introduces a generalized relational tensor for time series data storage and prediction. Algorithms combining generalized z-vectors and ant colony optimization show promising results for periodic and chaotic time series analysis.
Area of Science:
- Data Science
- Time Series Analysis
- Computational Intelligence
Background:
- Time series data analysis is crucial across various scientific domains.
- Existing methods for storing and predicting time series data have limitations, especially for complex or chaotic datasets.
Purpose of the Study:
- To introduce a novel discrete structure, the generalized relational tensor, for effective time series information storage.
- To develop and evaluate algorithms for filling, regenerating, and predicting time series using this structure.
- To assess the performance of these algorithms, particularly for chaotic time series.
Main Methods:
- Development of algorithms integrating generalized z-vectors with ant colony optimization techniques.
- Utilizing a difference metric between initial and regenerated time series characteristics to evaluate data storage and regeneration quality.
- Employing metrics like the largest Lyapunov exponent and auto-correlation function for chaotic time series analysis.
Main Results:
- The generalized relational tensor and associated algorithms demonstrate effective time series storage and regeneration.
- Fairly good results were achieved for periodic and benchmark chaotic time series.
- Satisfactory performance was observed for real-world chaotic time series data.
Conclusions:
- The proposed generalized relational tensor offers a viable discrete structure for time series data.
- The developed algorithms show effectiveness in storing, regenerating, and predicting time series, including chaotic ones.
- The approach provides a valuable tool for analyzing complex time series data in scientific research.
Keywords:
Ant colony optimizationChaotic time seriesGraph representation of a seriesIrregularly sampled time seriesMore Related Videos
Related Concept Videos
Linear time-invariant Systems
298
A system is linear if it displays the characteristics of homogeneity and additivity, together termed the superposition property. This principle is fundamental in all linear systems. Linear time-invariant (LTI) systems include systems with linear elements and constant parameters.
The input-output behavior of an LTI system can be fully defined by its response to an impulsive excitation at its input. Once this impulse response is known, the system's reaction to any other input can be...
The input-output behavior of an LTI system can be fully defined by its response to an impulsive excitation at its input. Once this impulse response is known, the system's reaction to any other input can be...
298
Random Error
934
Random or indeterminate errors originate from various uncontrollable variables, such as variations in environmental conditions, instrument imperfections, or the inherent variability of the phenomena being measured. Usually, these errors cannot be predicted, estimated, or characterized because their direction and magnitude often vary in magnitude and direction even during consecutive measurements. As a result, they are difficult to eliminate. However, the aggregate effect of these errors can be...
934
Time-Series Graph
4.4K
A time-series graph is a line graph with repeated measurements taken at successive intervals of time. It is also called a time series chart. To construct a time-series graph, one must look at both pieces of a paired data set. The horizontal axis is used to plot the time increments, and the vertical axis is used to plot the values of the variable that one is measuring. By using the axes in this way, each point on the graph will correspond to time and a measured quantity. The points on the graph...
4.4K
Space-Time Curvature and the General Theory of Relativity
2.8K
In 1905, Albert Einstein published his special theory of relativity. According to this theory, no matter in the universe can attain a speed greater than the speed of light in a vacuum, which thus serves as the speed limit of the universe.
This has been verified in many experiments. However, space and time are no longer absolute. Two observers moving relative to one another do not agree on the length of objects or the passage of time. The mechanics of objects based on Newton's laws of...
This has been verified in many experiments. However, space and time are no longer absolute. Two observers moving relative to one another do not agree on the length of objects or the passage of time. The mechanics of objects based on Newton's laws of...
2.8K
Random Variables
12.4K
A random variable is a single numerical value that indicates the outcome of a procedure. The concept of random variables is fundamental to the probability theory and was introduced by a Russian mathematician, Pafnuty Chebyshev, in the mid-nineteenth century.
Uppercase letters such as X or Y denote a random variable. Lowercase letters like x or y denote the value of a random variable. If X is a random variable, then X is written in words, and x is given as a number.
For example, let X = the...
Uppercase letters such as X or Y denote a random variable. Lowercase letters like x or y denote the value of a random variable. If X is a random variable, then X is written in words, and x is given as a number.
For example, let X = the...
12.4K
Inertia Tensor
556
The concept of the inertia tensor is employed to depict the mass distribution and rotational inertia of a solid or rigid object. This tensor is expressed through a three-by-three matrix. Each component within this matrix corresponds to varying moments of inertia about specific axes.
The diagonal components of the inertia tensor matrix represent the moments of inertia concerning the principal axes of the object. These primary axes are defined as the axes where the object experiences the least...
The diagonal components of the inertia tensor matrix represent the moments of inertia concerning the principal axes of the object. These primary axes are defined as the axes where the object experiences the least...
556


