Autoregressive with Slack Time Series Model for Forecasting a Partially-Observed Dynamical Time Series
用于部分可观测动力时间序列预测的松弛自回归模型
This study delves into the domain of dynamical systems, specifically the forecasting of dynamical time series defined through an evolution function. Traditional approaches in this area predict the future behavior of dynamical systems by inferring the evolution function. However, these methods may confront obstacles due to the presence of missing variables, which are usually attributed to challenges in measurement and a partial understanding of the system of interest. To…