Title :
Research on chaos recognition of short time series with noise based on least square support vector machine
Author :
Xiaodong, Xiang ; Meiyan, Chen
Author_Institution :
School of Management, Fuzhou University, Fuzhou, Fujian, China
Abstract :
In order to solve the chaos recognition problem of short time series with noise in reality, a new method of data expansion combined with chaos theory and least square support vector machine is proposed. Then the fractal dimension and the largest lyapunov exponent are calculated on the basis of expansion data. Finally the simulation of Henon system indicats the effectiveness of this method, and explains that this method has some practical value.
Keywords :
Chaos; Economics; Educational institutions; Noise; Physics; Support vector machines; Time series analysis; chaos recognition; least square support vector machine; noise; time series;
Conference_Titel :
E -Business and E -Government (ICEE), 2011 International Conference on
Conference_Location :
Shanghai, China
Print_ISBN :
978-1-4244-8691-5
DOI :
10.1109/ICEBEG.2011.5884529
