Characterizing complex time-series from the scaling of prediction error
Hinrichs, Brant Eric
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https://hdl.handle.net/2142/22722
Description
Title
Characterizing complex time-series from the scaling of prediction error
Author(s)
Hinrichs, Brant Eric
Issue Date
1994
Doctoral Committee Chair(s)
Packard, Norman H.
Chialvo, Dante
Department of Study
Physics
Discipline
Physics
Degree Granting Institution
University of Illinois at Urbana-Champaign
Degree Name
Ph.D.
Degree Level
Dissertation
Keyword(s)
Biology, Biostatistics
Statistics
Physics, General
Language
eng
Abstract
This thesis concerns characterizing complex time series from the scaling of prediction error. We use the global modeling technique of radial basis function approximation to build models from a state-space reconstruction of a time series that otherwise appears complicated or random (i.e. aperiodic, irregular). Prediction error as a function of prediction horizon is obtained from the model using the direct method. The relationship between the underlying dynamics of the time series and the logarithmic scaling of prediction error as a function of prediction horizon is investigated. We use this relationship to characterize the dynamics of both a model chaotic system and physical data from the optic tectum of an attentive pigeon exhibiting the important phenomena of nonstationary neuronal oscillations in response to visual stimuli.
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