A novel coefficient for detecting and quantifying asymmetry of California electricity market based on asymmetric detrended cross-correlation analysis Chaos: An Interdisciplinary Journal of Nonlinear Science 26, 063109 (2016) The increasing development of novel methods and techniques facilitates the measurement of high-dimensional time series but challenges our ability for accurate modeling and predictions. The use of a general mathematical model requires the inclusion of many parameters, which are difficult to be fitted for relatively short high-dimensional time series observed. Here, we propose a novel method to accurately model a high-dimensional time series. Our method extends the barycentric coordinates to high-dimensional phase space by employing linear programming, and allowing the approximation errors explicitly. The extension helps to produce free-running time-series predictions that preserve typical topological, dynamical, and/or geometric characteristics of the underlying attractors more accurately than the radial basis function model that is widely used. The method can be broadly applied, from helping to improve weather forecasting, to creating electronic instruments that sound more natural, and to comprehensively understanding complex biological data. Modeling and predicting a high-dimensional time series is still a challenge because common methods such as neural networks 1-5 and radial basis functions 6-11 have many parameters to be fitted compared with the length of the time series. This challenge is often called as the curse of dimensionality.12 Here, we propose to model a high-dimensional time series with barycentric coordinates 13 by using linear programming. 14 Mees 13 demonstrated that barycentric coordinates obtained by tessellations are effective to reproduce typical behavior of the two-dimensional H enon map and the threedimensional R€ ossler model, while the tessellations are difficult to be applied to high-dimensional phase space. We overcome this difficulty by formulating the problem for obtaining barycentric coordinates, employing linear programming and expressing the approximation error directly. Toy and real-world examples show the wide applicability of the proposed method.