Fraedrich, Klaus; Rückert, Bernd - In: Physica A: Statistical Mechanics and its Applications 253 (1998) 1, pp. 379-393
The performance of analog forecasts is sensitive to the selection procedure of analogs from the history of observed time series. A method is presented to iteratively reduce a user-defined forecast error measure by adapting suitable metric weights for the components of the reconstructed states to...