Forecast chaotic time series data by DBNs

Author(s):  
Takashi Kuremoto ◽  
Masanao Obayashi ◽  
Kunikazu Kobayashi ◽  
Takaomi Hirata ◽  
Shingo Mabu
Pramana ◽  
1999 ◽  
Vol 52 (1) ◽  
pp. 25-37 ◽  
Author(s):  
A. Bhowal ◽  
T. K. Roy

Technologies ◽  
2018 ◽  
Vol 6 (4) ◽  
pp. 90 ◽  
Author(s):  
Ana Pano-Azucena ◽  
Esteban Tlelo-Cuautle ◽  
Sheldon Tan ◽  
Brisbane Ovilla-Martinez ◽  
Luis de la Fraga

Many biological systems and natural phenomena exhibit chaotic behaviors that are saved in time series data. This article uses time series that are generated by chaotic oscillators with different values of the maximum Lyapunov exponent (MLE) to predict their future behavior. Three prediction techniques are compared, namely: artificial neural networks (ANNs), the adaptive neuro-fuzzy inference system (ANFIS) and least-squares support vector machines (SVM). The experimental results show that ANNs provide the lowest root mean squared error. That way, we introduce a multilayer perceptron that is implemented using a field-programmable gate array (FPGA) to predict experimental chaotic time series.


1991 ◽  
Vol 1 (2) ◽  
pp. 147-173 ◽  
Author(s):  
G. B. Mindlin ◽  
H. G. Solari ◽  
M. A. Natiello ◽  
R. Gilmore ◽  
X. -J. Hou

2013 ◽  
Vol 340 ◽  
pp. 456-460 ◽  
Author(s):  
Mei Ying Qiao ◽  
Jian Yi Lan

The chaotic time series phase space reconstruction theory based in this paper. First, the appropriate embedding dimension and delay time are selected by minimum entropy rate. Followed the chaotic behavior are analyzed by the use of the Poincare section map and Power spectrum of time series from the qualitative point of view. Based on NLSR LLE the quantitative study of the chaotic time series characteristics indicators is proposed. Finally, the gas emission workface of Hebi 10th Mine Coal is studied. The several analytical results of the above methods show that: the gas emission time-series data of this workface has chaotic characteristics.


1997 ◽  
Vol 55 (5) ◽  
pp. 5398-5417 ◽  
Author(s):  
Paul So ◽  
Edward Ott ◽  
Tim Sauer ◽  
Bruce J. Gluckman ◽  
Celso Grebogi ◽  
...  

2013 ◽  
Vol 32 (6) ◽  
pp. 1769-1773 ◽  
Author(s):  
Wen-yu MU ◽  
Ru LI ◽  
Zhi-zhou YIN ◽  
Qi WANG ◽  
Bao-yan ZHANG

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