Saltar al contenido principal

Escribe una PREreview

A Non-Parametric Algorithm for Predicting Future Samples in Single- and Multi-Channel Time Series

Publicada
Servidor
Preprints.org
DOI
10.20944/preprints202511.2136.v1

A new method to estimate future samples in time series data is presented and it is compared against the well known technique ESPRIT. It exploits the null space of the Hankel matrix of the data allowing the prediction of future samples with better accuracy and confidence. Moreover a generalization of the algorithm is derived that also applies to multichannel signals. Both cases with and without cross-channel coupling are considered and different algorithms are presented. The method is fully deterministic with comparable computational complexity to ESPRIT. Testing involves 4000 randomly chosen data sets with variable spectral characteristics.

Puedes escribir una PREreview de A Non-Parametric Algorithm for Predicting Future Samples in Single- and Multi-Channel Time Series. Una PREreview es una revisión de un preprint y puede variar desde unas pocas oraciones hasta un extenso informe, similar a un informe de revisión por pares organizado por una revista.

Antes de comenzar

Te pediremos que inicies sesión con tu ORCID iD. Si no tienes un iD, puedes crear uno.

¿Qué es un ORCID iD?

Un ORCID iD es un identificador único que te distingue de otros/as con tu mismo nombre o uno similar.

Comenzar ahora