Using CNLS-net to predict the Mackey-Glass chaotic time series

Author

Mead, W.C. ; Jones, R.D. ; Lee, Y.C. ; Barnes, C.W. ; Flake, G.W. ; Lee, L.A. ; O´Rourke, M.K.

Author_Institution

Div. of Appl. Theor. Phys., California Univ., NM, USA

fYear

1991

fDate

8-14 Jul 1991

Firstpage

485

Abstract

The connectionist normalized local spline (CNLS) network is used to learn the dynamics of the Mackey-Glass (1977) time-delay differential equation, for the case τ=30. The authors show the optimum network operating mode and determine the accuracy and robustness of predictions. They obtain predictions of varying accuracy using some 2-120 minutes of execution time on a Sun SPRAC-1 workstation. CNLS-net is capable of very good performance in predicting the Mackey-Glass time series

Keywords

chaos; delays; differential equations; filtering and prediction theory; learning systems; mathematics computing; neural nets; splines (mathematics); time series; CNLS-net; Mackey-Glass chaotic time series; Sun SPRAC-1 workstation; accuracy; connectionist normalized local spline network; dynamics; learning; optimum network operating mode; predictions; robustness; time-delay differential equation; Astronomy; Chaos; Computer science; Differential equations; Educational institutions; Laboratories; Physics; Robustness; Spline; Testing;

fLanguage

English

Publisher

ieee

Conference_Titel

Neural Networks, 1991., IJCNN-91-Seattle International Joint Conference on

Conference_Location

Seattle, WA

Print_ISBN

0-7803-0164-1

Type

conf

DOI

10.1109/IJCNN.1991.155381

Filename

155381