MS15 ~ Sunday, May 21, 1995 ~ 7:30 PM

Determinism and Predictability in Time Series

To uncover dynamics in time series, and gain something like a diagnosis of its properties, has been a goal of researchers for more than ten years now. The ideas of dynamical chaos and attractor reconstruction by simple methods, combined with that of the fractal and the inevitable attractor dimension estimate efforts, really started it all. A broad new sophistication has emerged since those earliest days. Among the more interesting new strands of research in time series analysis in the last couple of years, two have focussed upon quite general properties of dynamical behavior: determinism and predicatability.

Organizer: Robert Cawley, Naval Surface Warfare Center

Detecting Dynamics of Deterministic Random Numbers
Daniel T. Kaplan, McGill University, Canada
Predictability in Time Series
Liming W. Salvino and Robert Cawley, Naval Surface Warfare Center; Celso Grebogi and James Yorke, University of Maryland, College Park
Model Mis-specification and Predictability in Complicated Time Series
Robert Savit, University of Michigan, Ann Arbor
Detecting Determinism in Time Series of Solar Activity
Michael Kremliovsky, RTA Corporation, Springfield, Virginia