Significance
Making accurate forecast or prediction is a challenging task in the big data era, in particular for those datasets involving high-dimensional variables but short-term time series points, and these datasets are omnipresent in many fields. In this work, a model-free framework, named as “randomly distributed embedding” (RDE), is proposed to accurately predict future dynamics based on
... [Show full abstract] such short-term but high-dimensional data. The RDE framework creates the distribution information from the interactions among high-dimensional variables to compensate for the lack of time points in real applications. Instead of roughly predicting a single trial of future values, this framework achieves the accurate prediction by using the distribution information.