Application of parallel RBF network on iterative prediction of chaotic time series

  • Ning Ma*
  • , Chen Lu
  • , Wen Jin Zhang
  • , Han Xue Wu
  • *Corresponding author for this work

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

Abstract

An application of Parallel Radial Basis Function (PRBF) network model on prediction of chaotic time series is presented in this paper. The PRBF net consists of a number of radial basis function (RBF) subnets connected in parallel. The number of input nodes for each RBF subnet is determined by different embedding dimension based on chaotic phase -space reconstruction. The output of PRBF is a weighted sum of all RBF subnets and represents the prediction value for each new input vector. The chaotic time series data from Lorenz simulation signal and hydraulic pump vibration signal was used to verify the proposed method. Both Grassberger-Procaccia (G-P) algorithm and Takens' method were employed to calculate the minimum embedding dimension of chaotic time series. Finally, the prediction accuracy and result were compared between RBF and PRBF. It is shown that PRBF network is more effective and feasible for the iterative prediction of chaotic time series.

Original languageEnglish
Title of host publicationProceedings - 2010 International Workshop on Chaos-Fractal Theories and Applications, IWCFTA 2010
Pages341-345
Number of pages5
DOIs
StatePublished - 2010
Externally publishedYes
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
  • Iterative prediction
  • Parallel radial basis function

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