Homotopy theory based nonlinear modeling method for time series

Based on the homotopy theory, this paper presents a novel nonlinear modeling method for time series, which is called as the homotopy nonlinear modeling method (HNMM). Theoretical analysis and experimental results show that, unlike the ordinary nonlinear modeling methods, the HNMM is more robust and easier to compute, and has very good convergence property. Besides, the HNMM has good compatibility with the traditional linear modeling methods.