A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2020; you can also visit the original URL.
The file type is
We present a new, non-parametric forecasting method for data where continuous values are observed discretely in space and time. Our method, light- cone reconstruction of states (LICORS), uses physical principles to identify predictive states which are local properties of the system, both in space and time. LICORS discovers the number of predictive states and their predictive distributions automatically, and consistently, under mild assumptions on the data source. We provide an algorithm todoi:10.1184/r1/6586697.v1 fatcat:a27bxwevk5ajxblfsvvjubhrkm