Abstract
Recent results on the statistical physics of time series generation and prediction are presented. A neural network is trained on quasi-periodic and chaotic sequences and overlaps to the sequence generator as well as the prediction errors are calculated numerically. For each network there exists a sequence for which it completely fails to make predictions. Two interacting networks show a transition to perfect synchronization. A pool of interacting networks shows good coordination in the minority game - a model of competition in a closed market. Finally, as a demonstration, a perceptron predicts bit sequences produced by human beings.
| Original language | English |
|---|---|
| Pages (from-to) | 44-55 |
| Number of pages | 12 |
| Journal | Physica A: Statistical Mechanics and its Applications |
| Volume | 302 |
| Issue number | 1-4 |
| DOIs | |
| State | Published - 15 Dec 2001 |
| Event | International Workshop on Frontiers in the Physics of Complex Systems - Ramat-Gan, Israel Duration: 25 Mar 2001 → 28 Mar 2001 |
Bibliographical note
Funding Information:The authors thank the Minerva Center and the German-Israel Science Foundation for support.
Funding
The authors thank the Minerva Center and the German-Israel Science Foundation for support.
| Funders |
|---|
| German-Israel Science Foundation |
| Minerva Center |