Chaotic Time Series Prediction by Fusing Local Methods
نویسندگان
چکیده
Yong Wang, Shiqiang Hu* School of Aeronautics and Astronautics Shanghai Jiao Tong University, Shanghai [email protected], [email protected] Abstract—In this paper, a novel prediction algorithm is proposed to predict chaotic time series. The chaotic time series can be embedded into state space by Takens embedding theorem. The one dimensional data is mapped to a higher dimensional space that provides precise information about the chaotic time series. The upsampling algorithm is used to find more precise nearest neighboring points. Two prediction algorithms which provide accurate prediction results without the knowledge of the underlying dynamics and fuzzy fusion algorithm are employed for one-step and multi-steps ahead forecasting. Simulation results from three typical chaotic time series demonstrate that our method is effective for chaotic time series prediction.
منابع مشابه
Model Based Method for Determining the Minimum Embedding Dimension from Solar Activity Chaotic Time Series
Predicting future behavior of chaotic time series system is a challenging area in the literature of nonlinear systems. The prediction's accuracy of chaotic time series is extremely dependent on the model and the learning algorithm. On the other hand the cyclic solar activity as one of the natural chaotic systems has significant effects on earth, climate, satellites and space missions. Several m...
متن کاملChaotic Analysis and Prediction of River Flows
Analyses and investigations on river flow behavior are major issues in design, operation and studies related to water engineering. Thus, recently the application of chaos theory and new techniques, such as chaos theory, has been considered in hydrology and water resources due to relevant innovations and ability. This paper compares the performance of chaos theory with Anfis model and discusses ...
متن کاملA Novel Fuzzy Based Method for Heart Rate Variability Prediction
Abstract In this paper, a novel technique based on fuzzy method is presented for chaotic nonlinear time series prediction. Fuzzy approach with the gradient learning algorithm and methods constitutes the main components of this method. This learning process in this method is similar to conventional gradient descent learning process, except that the input patterns and parameters are stored in mem...
متن کاملRiver Discharge Time Series Prediction by Chaos Theory
The application of chaos theory in hydrology has been gaining considerable interest in recent years.Based on the chaos theory, the random seemingly series can be attributed to deterministic rules. Thedynamic structures of the seemingly complex processes, such as river flow variations, might be betterunderstood using nonlinear deterministic chaotic models than the stochastic ones. In this paper,...
متن کاملChaotic Time Series Prediction Based on Local-Region Multi-steps Forecasting Model
Large computational quantity and cumulative error are main shortcomings of addweighted one-rank local-region single-step method for multi-steps prediction of chaotic time series. A local-region multi-steps forecasting model based on phase-space reconstruction is presented for chaotic time series prediction, including add-weighted one-rank local-region multisteps forecasting model and RBF neural...
متن کامل