Randomly distributed embedding making short-term high-dimensional data predictable
文献类型:期刊论文
作者 | Ma, Huanfei1; Leng, Siyang2,3,4; Aihara, Kazuyuki2,5; Lin, Wei3,4,6,7,8; Chen, Luonan9,10,11,12![]() |
刊名 | PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA
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出版日期 | 2018 |
卷号 | 115期号:43页码:E9994-E10002 |
关键词 | Time-series Systems Models Information Framework Network Space |
ISSN号 | 0027-8424 |
DOI | 10.1073/pnas.1802987115 |
文献子类 | Article |
英文摘要 | Future state prediction for nonlinear dynamical systems is a challenging task, particularly when only a few time series samples for high-dimensional variables are available from real-world systems. In this work, we propose a model-free framework, named randomly distributed embedding (RDE), to achieve accurate future state prediction based on short-term high-dimensional data. Specifically, from the observed data of high-dimensional variables, the RDE framework randomly generates a sufficient number of low-dimensional "nondelay embeddings" and maps each of them to a "delay embedding," which is constructed from the data of a to be predicted target variable. Any of these mappings can perform as a low-dimensional weak predictor for future state prediction, and all of such mappings generate a distribution of predicted future states. This distribution actually patches all pieces of association information from various embeddings unbiasedly or biasedly into the whole dynamics of the target variable, which after operated by appropriate estimation strategies, creates a stronger predictor for achieving prediction in a more reliable and robust form. Through applying the RDE framework to data from both representative models and real-world systems, we reveal that a high-dimension feature is no longer an obstacle but a source of information crucial to accurate prediction for short-term data, even under noise deterioration. |
WOS研究方向 | Multidisciplinary Sciences |
语种 | 英语 |
WOS记录号 | WOS:000448040500001 |
版本 | 出版稿 |
源URL | [http://202.127.25.143/handle/331003/3455] ![]() |
专题 | 生化所2018年发文 |
通讯作者 | Aihara, Kazuyuki; Chen, Luonan |
作者单位 | 1.Soochow Univ, Sch Math Sci, Suzhou 215006, Peoples R China; 2.Univ Tokyo, Inst Ind Sci, Tokyo 1538505, Japan; 3.Fudan Univ, Sch Math Sci, Shanghai 200433, Peoples R China; 4.Fudan Univ, Ctr Computat Syst Biol, Inst Sci & Technol Brain Inspired Intelligence, Shanghai 200433, Peoples R China; 5.Univ Tokyo, Inst Adv Study, Int Res Ctr Neurointelligence, Tokyo 1130033, Japan; 6.Fudan Univ, Res Inst Intelligent & Complex Syst, Shanghai 200433, Peoples R China; 7.Fudan Univ, Minist Educ, Key Lab Math Nonlinear Sci, Shanghai 200433, Peoples R China; 8.Fudan Univ, Minist Educ, Key Lab Computat Neurosci & Brain Inspired Intell, Shanghai 200433, Peoples R China; 9.Chinese Acad Sci, Ctr Excellence Mol Cell Sci, Shanghai Inst Biochem & Cell Biol, Key Lab Syst Biol, Shanghai 200031, Peoples R China; 10.Chinese Acad Sci, Ctr Excellence Anim Evolut & Genet, Kunming, Yunnan, Peoples R China; |
推荐引用方式 GB/T 7714 | Ma, Huanfei,Leng, Siyang,Aihara, Kazuyuki,et al. Randomly distributed embedding making short-term high-dimensional data predictable[J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA,2018,115(43):E9994-E10002. |
APA | Ma, Huanfei,Leng, Siyang,Aihara, Kazuyuki,Lin, Wei,&Chen, Luonan.(2018).Randomly distributed embedding making short-term high-dimensional data predictable.PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA,115(43),E9994-E10002. |
MLA | Ma, Huanfei,et al."Randomly distributed embedding making short-term high-dimensional data predictable".PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA 115.43(2018):E9994-E10002. |
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