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A chaotic time series prediction method based on fuzzy neural network and its application

  • Zhuo Chen*
  • , Chen Lu
  • , Wenjin Zhang
  • , Xiaowei Du
  • *Corresponding author for this work
  • Beihang University

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

An approach based on chaos theory and fuzzy neural network (FNN) is proposed for chaotic time series prediction. Firstly, C-C algorithm is applied to estimate the delay time of chaotic signal. Grassberger-Procaccia (G-P) algorithm and least squares regression are employed to calculate the correlation dimension of chaotic signal simultaneously. Considering the difficulty in determining the number of input nodes of FNN, minimum embedding dimension obtained from chaotic time series analysis is used to design FNN. It was proved from two study cases that the proposed model is efficient in the practical prediction of chaotic time series.

Original languageEnglish
Title of host publicationProceedings - 2010 International Workshop on Chaos-Fractal Theories and Applications, IWCFTA 2010
Pages355-359
Number of pages5
DOIs
StatePublished - 2010
Event3rd International Workshop on Chaos-Fractals Theories and Applications, IWCFTA 2010 - Kunming, Yunnan, China
Duration: 29 Oct 201031 Oct 2010

Publication series

NameProceedings - 2010 International Workshop on Chaos-Fractal Theories and Applications, IWCFTA 2010

Conference

Conference3rd International Workshop on Chaos-Fractals Theories and Applications, IWCFTA 2010
Country/TerritoryChina
CityKunming, Yunnan
Period29/10/1031/10/10

Keywords

  • Chaos theory
  • Chaotic time series
  • Fuzzy neural network

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