Time series analysis with dynamic law exploration
arXiv:2104.10970
Abstract
In this paper we examine, how the dynamic laws governing the time evolution of a time series can be identified. We give a finite difference equation as well as a differential equation representation for that. We also study, how the required symmetries, like time reversal can be imposed on the laws. We study the compression performance of linear laws on sound data.
17 pages, 6 figures