DocumentCode
1666211
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
fYear
2011
Firstpage
1
Lastpage
4
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;
fLanguage
English
Publisher
ieee
Conference_Titel
E -Business and E -Government (ICEE), 2011 International Conference on
Conference_Location
Shanghai, China
Print_ISBN
978-1-4244-8691-5
Type
conf
DOI
10.1109/ICEBEG.2011.5884529
Filename
5884529
Link To Document