Research Article
Prediction after a Horizon of Predictability: Nonpredictable Points and Partial Multistep Prediction for Chaotic Time Series
Table 2
The Lorenz series: sets of nonpredictable points.
| Cl/Trj | UPV | NP | | | | | Precision | Recall | F-measure | Precision | Recall | F-measure | Precision | Recall | F-measure | Precision | Recall | F-measure |
| cl | avg | cm | 1.00 | 0.85 | 0.92 | 1.00 | 0.60 | 0.75 | 1.00 | 0.06 | 0.11 | 1.00 | 0.01 | 0.02 | ap | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | en | 0.61 | 0.81 | 0.70 | 0.42 | 0.49 | 0.45 | 0.33 | 0.08 | 0.13 | — | — | — | wavgd | cm | 1.00 | 0.85 | 0.92 | 1.00 | 0.60 | 0.75 | 1.00 | 0.06 | 0.11 | 1.00 | 0.01 | 0.02 | wavgl | cm | 1.00 | 0.85 | 0.92 | 1.00 | 0.60 | 0.75 | 1.00 | 0.06 | 0.11 | 1.00 | 0.01 | 0.02 | wavgc | cm | 1.00 | 0.85 | 0.92 | 1.00 | 0.60 | 0.75 | 1.00 | 0.06 | 0.11 | 1.00 | 0.01 | 0.02 | | lr | 0.84 | 0.84 | 0.84 | 0.45 | 0.61 | 0.52 | — | — | — | — | — | — | | svm | 0.84 | 0.84 | 0.84 | 0.72 | 0.57 | 0.64 | 0.67 | 0.07 | 0.12 | 1.00 | 0.02 | 0.03 | | dt | 0.31 | 0.81 | 0.44 | 0.37 | 0.63 | 0.46 | — | — | — | — | — | — | | knn | 0.40 | 0.76 | 0.52 | 0.47 | 0.60 | 0.52 | — | — | — | — | — | — | | mlp | 0.77 | 0.82 | 0.79 | 0.52 | 0.51 | 0.51 | 0.50 | 0.12 | 0.19 | — | — | — | | adblr | 0.84 | 0.84 | 0.84 | 0.48 | 0.63 | 0.55 | — | — | — | — | — | — | | adbsvm | 0.77 | 0.82 | 0.79 | 0.50 | 0.51 | 0.50 | 0.17 | 0.07 | 0.10 | — | — | — | | lrv | 0.78 | 0.83 | 0.80 | 0.60 | 0.54 | 0.57 | 0.33 | 0.05 | 0.09 | — | — | — | | lrs | 0.73 | 0.82 | 0.77 | 0.60 | 0.54 | 0.57 | 0.33 | 0.05 | 0.08 | — | — | — | | rg | 1.00 | 0.85 | 0.92 | 0.58 | 0.63 | 0.60 | 0.50 | 0.10 | 0.16 | — | — | — | | rgdbscan | 1.00 | 0.85 | 0.92 | 0.62 | 0.61 | 0.61 | 0.50 | 0.07 | 0.13 | — | — | — | | rgwshrt | 1.00 | 0.85 | 0.92 | 0.92 | 0.62 | 0.74 | 0.83 | 0.06 | 0.11 | 1.00 | 0.01 | 0.02 |
| trj | avg | cm | 1.00 | 0.73 | 0.84 | 1.00 | 0.73 | 0.84 | 0.03 | 1.00 | 0.05 | — | — | — | ap | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | trjp | rgdbscan | 1.00 | 0.73 | 0.84 | 1.00 | 0.73 | 0.84 | 0.03 | 1.00 | 0.05 | 0.05 | 0.80 | 0.10 |
|
|