JSIAM Letters
Online ISSN : 1883-0617
Print ISSN : 1883-0609
ISSN-L : 1883-0617
Time-Rescaling regression method for exponential decay time series predictions
Masaru ShintaniKen Umeno
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2022 Volume 14 Pages 45-48

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Abstract

The exponential law has been discovered in various systems around the world. In this study, we introduce two existing and one proposed analytical method for exponential decay time-series predictions. The proposed method is given by a linear regression that is based on rescaling the time axis in terms of exponential decay laws. We confirm that the proposed method has a higher prediction accuracy than existing methods by performance evaluation using random numbers and verification using actual data. The proposed method can be used for analyzing real data modeled with exponential functions, which are ubiquitous in the world.

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© 2022, The Japan Society for Industrial and Applied Mathematics
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