跳到主要导航 跳到搜索 跳到主要内容

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

  • Zhuo Chen*
  • , Chen Lu
  • , Wenjin Zhang
  • , Xiaowei Du
  • *此作品的通讯作者
  • Beihang University

科研成果: 书/报告/会议事项章节会议稿件同行评审

摘要

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.

源语言英语
主期刊名Proceedings - 2010 International Workshop on Chaos-Fractal Theories and Applications, IWCFTA 2010
355-359
页数5
DOI
出版状态已出版 - 2010
活动3rd International Workshop on Chaos-Fractals Theories and Applications, IWCFTA 2010 - Kunming, Yunnan, 中国
期限: 29 10月 201031 10月 2010

出版系列

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

会议

会议3rd International Workshop on Chaos-Fractals Theories and Applications, IWCFTA 2010
国家/地区中国
Kunming, Yunnan
时期29/10/1031/10/10

学术指纹

探究 'A chaotic time series prediction method based on fuzzy neural network and its application' 的科研主题。它们共同构成独一无二的学术指纹。

引用此