Reick, Christian H; Page, Bernd - In: Mathematics and Computers in Simulation (MATCOM) 52 (2000) 3, pp. 289-310
In the context of non-linear dynamics, next neighbor prediction methods have been successfully applied to univariate time series. We generalize these methods, in particular, center-of-mass-prediction (COM-prediction) and local linear prediction (LL-prediction), to multivariate time series. The...