Center for Research in Comptuer Vision
Center for Research in Comptuer Vision

Source Code

Time Series Prediction through Chaotic Modeling

This sample source code provides the ability to reproduce results on the synthetic data as presented in the paper referenced below. The synthetic time series signals can be embedded in the phase space and based on this embedding one can continue to synthesize the signal based on prediction. One should be able to replace the synthetic data with their domain specific data to try out this approach. This includes the use of OpenTSTOOL Matlab package used to construct the phase space embedding of the time series data. Please note that this code does not come with any guarantees.

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Arslan Basharat, and Mubarak Shah, Time Series Prediction by Chaotic Modeling of Nonlinear Dynamical Systems, International Conference on Computer Vision (ICCV), Oct 2009, Kyoto, Japan