Library Header Image
LSE Research Online LSE Library Services

Locally optimized prediction of nonlinear systems: stochastic and deterministic

Smith, Leonard A. (1995) Locally optimized prediction of nonlinear systems: stochastic and deterministic. In: Tong, Howell, (ed.) Chaos and Forecasting. Nonlinear time series and chaos (2). World Scientific (Firm), Singapore. ISBN 9789810221263

Full text not available from this repository.


It is now generally recognized that very simple dynamical systems can produce apparently random behaviour. Attention has recently turned to focus on the flip-side of this coin: random-looking time series (or random-looking patterns in space) may indeed be the result of very complicated processes or "real noise", but they may equally well be produced by some very simple mechanism (a low-dimensional attractor). In either case, a long-term prediction will be possible only in probabilistic terms. However, in the very short term, random systems will still be unpredictable but low-dimensional chaotic ones may be predictable (appearances to the contrary). The Royal Society held a two-day discussion meeting on topics covering diverse fields, including biology, economics, geophysics, meterology, statistics, epidemiology, earthquake science and many others, each topic covered by a leading expert in the field. The meeting dealt with different basic approaches to the problem of chaos and forecasting, and covered applications to nonlinear forecasting of both artificially-generated time series and real data from context in the above-mentioned diverse fields. This book forms an introduction to the science of chaos, with special reference to real data.

Item Type: Book Section
Official URL:
Additional Information: © 1995 World Scientific Publishing Co.
Divisions: Statistics
Centre for Analysis of Time Series
Subjects: H Social Sciences > HA Statistics
Date Deposited: 22 Feb 2011 16:25
Last Modified: 16 May 2024 04:35

Actions (login required)

View Item View Item