#artificial intelligence
Jul 2025
Adaptive Nonlinear Vector Autoregression: Robust Forecasting for Noisy Chaotic Time Series
A data-adaptive NVAR model that combines delay-embedded linear inputs with features generated by a shallow, trainable multilayer perceptron (MLP) is proposed, enabling the model to learn data-driven nonlinearities, while preserving a simple readout structure and improving scalability.
Sherkhon Azimov, S. López-Moreno, E. Dolores-Cuenca et al.
· arXiv.org · 2 citations