The article deals with a generalized relational tensor, a novel discrete structure to store information about a time series, and algorithms (1) to fill the structure, (2) to generate a time series from the structure, and (3) to predict a time series. The algorithms combine the concept of generalized z-vectors with ant colony optimization techniques. To estimate the quality of the storing/re-generating procedure, a difference between the characteristics of the initial and regenerated time series is used. For chaotic time series, a difference between characteristics of the initial time series (the largest Lyapunov exponent, the auto-correlation function) and those of the time series re-generated from a structure is used to assess the effectiveness of the algorithms in question. The approach has shown fairly good results for periodic and benchmark chaotic time series and satisfactory results for real-world chaotic data.
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