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Simulation and application research of chaotic time series prediction based on RBF neural network

  • Ma Ning*
  • , Wen Jin Zhang
  • , Lu Chen
  • *Corresponding author for this work
  • Beihang University

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

Abstract

This paper discusses a method for chaotic time series prediction based on radial basis function (RBF) neural network. The number of input nodes for RBF is determined by embedding dimension based on chaotic phase-space reconstruction. Both Grassberger-Procaccia algorithm and Takens' method are employed to calculate minimal embedding dimension of chaotic time series. Finally, the prediction accuracy was evaluated by Mean Square Error (MSE). The chaotic time series data from Lorenz simulation signal and rolling bearing vibration signal was used to verify the proposed method. It was found from the experimental result that, this method is effective and feasible for the prediction of chaotic time series.

Original languageEnglish
Title of host publicationProceedings - International Conference on Electrical and Control Engineering, ICECE 2010
Pages5575-5578
Number of pages4
DOIs
StatePublished - 2010
EventInternational Conference on Electrical and Control Engineering, ICECE 2010 - Wuhan, China
Duration: 26 Jun 201028 Jun 2010

Publication series

NameProceedings - International Conference on Electrical and Control Engineering, ICECE 2010

Conference

ConferenceInternational Conference on Electrical and Control Engineering, ICECE 2010
Country/TerritoryChina
CityWuhan
Period26/06/1028/06/10

Keywords

  • Chaotic time series
  • Prediction
  • Radial basis function-(RBF) neural network
  • Simulation

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