tsejnowski@ucsd.edu (06/22/91)
Archive-name: /time-series-competition/1991-06-18 Original-posting-by: tsejnowski@ucsd.edu Original-subject: [Terry Sejnowski: Santa Fe Time Series Competition] Reposted-by: emv@msen.com (Edward Vielmetti, MSEN) ------- Forwarded Message Date: Mon, 17 Jun 91 10:14:00 PDT From: Terry Sejnowski <tsejnowski@ucsd.edu> Message-Id: <9106171714.AA23031@sdbio2.UCSD.EDU> Subject: Santa Fe Time Series Competition A Time Series Prediction and Analysis Competition The Santa Fe Institute August 1, 1991 - December 31, 1991 A wide range of new techniques are now being applied to the time series analysis problems of predicting the future behavior of a system and deducing properties of the system that produced the time series. Such problems arise in most observational disciplines, including physics, biology, and economics; new tools, such as the use of connectionist models for forecasting, or the extraction of parameters of nonlinear systems with time-delay embedding, promise to provide results that are unobtainable with more traditional time series techniques. Unfortunately, the realization and evaluation of this promise has been hampered by the difficulty of making rigorous comparisons between competing techniques, particularly ones that come from different disciplines. In order to facilitate such comparisons and to foster contact among the relevant disciplines, the Santa Fe Institute is organizing a time series analysis and prediction competition. A few carefully chosen experimental time series will be made available through a computer at the Santa Fe Institute, and quantitative analyses of these data will be collected in the areas of forecasting, characterization (evaluating dynamical measures of the system such as the number of degrees of freedom and the information production rate), and system identification (inferring a model of the system's governing equations). At the close of the competition the performance of the techniques submitted will be compared and published, and the server will continue to operate as an archive of data, programs, and comparisons among algorithms. There will be no monetary prizes. A workshop is planned for the Spring of 1992 to explore the results of the competition. The competition does not require advance registration; to enter, simply retrieve the data and submit your analysis. The detailed description of the competition categories and instructions for retrieving the data and entering the competition will be available after August 1 through four routes: ACCESSING THE DATA --------- --- ---- ftp: Ftp to sfi.santafe.edu (192.12.12.1) as user "tsguest" and use "tsguest" for the password. Get the file "instructions". dial-up: There are two dial-up lines: 505-988-1705 (2400 baud), and 505-986-0252 (any speed to 9600 baud). The settings for both lines are no parity, 8 bit words, 1 stop bit. At the connect press return; at the <cmd> prompt type "login tsguest" and use "tsguest" for the password. At the next <cmd> prompt type "telnet sfi" and login as user "tsguest" (password "tsguest"). Using either "kermit" or "xmodem", retrieve the file instructions". When you are finished, logout from sfi and from the <cmd> prompt. mail server: Send email to tserver@sfi.santafe.edu with the phrase "send time series instructions" in either the subject or the body of the message. The mailer will return a file with more detailed instructions for requesting the data and submitting analyses. pc disks: The data is available on disks in either IBM-PC or Mac formats. To cover the cost of distributing the data, send $25 to Time Series Competition Disks, The Santa Fe Institute, 1120 Canyon Road, Santa Fe, NM 87501, and specify the machine type, disk size, and disk density required. Instructions will be included with the disks on submitting a return disk with the analysis of the data. FOR MORE INFORMATION --- ---- ----------- Further questions about the competition, or inquiries about contributing data to be used in the competition, should be directed to: Time Series Competition Santa Fe Institute 1660 Old Pecos Trail, Suite A Santa Fe, NM 87501 (505) 984--8800 tserver@sfi.santafe.edu or to one of the organizers: Neil Gershenfeld Andreas Weigend Department of Physics Xerox Palo Alto Research Center Harvard University 3333 Coyote Hill Road 15 Oxford Street Palo Alto, CA 94304 Cambridge, MA 02138 (415) 322-4066 (617) 495-5641 andreas@sfi.santafe.edu neilg@sfi.santafe.edu ADVISORY BOARD -------- ----- Prof. Leon Glass Department of Physiology McGill University Prof. Clive W. J. Granger Center for Econometric Analysis Department of Economics University of California, San Diego Prof. William H. Press Department of Physics and Center for Astrophysics Harvard University Prof. Maurice B. Priestley Department of Mathematics The University of Manchester Institute of Science and Technology Prof. Itamar Procaccia Department of Chemical Physics The Weizmann Institute of Science Prof. T. Subba Rao Department of Mathematics The University of Manchester Institute of Science and Technology Prof. Harry L. Swinney Department of Physics University of Texas at Austin ------- End of Forwarded Message