DocumentCode :
1753037
Title :
Study on Modeling and Application of a Chaotic Series Forecasting Model
Author :
Lu, Xiangyang ; Guo, Qiyi ; Chen, Peng
Author_Institution :
Coll. of Electron. & Inf. Eng., Hunan Univ., Changsha
Volume :
1
fYear :
0
fDate :
0-0 0
Firstpage :
4659
Lastpage :
4663
Abstract :
Because Chaotic series comprise a large amount of singular points and extreme values, it is of great difficulty to establish a forecasting model to realize accurate prediction of the time series. This paper describes a kind of series characteristic of the given chaotic series information through fractal technology, also describes its structure with Hurst index, calculates out the predictable time, then reconstructs the series disassembled from wavelet transform through phase space, sets up accurate prediction model with the method of the fuzzy neural network, and achieves the application successfully
Keywords :
chaos; forecasting theory; fractals; fuzzy neural nets; phase space methods; prediction theory; time series; wavelet transforms; Hurst index; chaotic series forecasting model; fractal technology; fuzzy neural network; prediction model; time series; wavelet transform; Chaos; Educational institutions; Electronic mail; Fractals; Fuzzy neural networks; Intelligent control; Neural networks; Predictive models; Space technology; Wavelet transforms; chaos; forecast; fractal; neural network; wavelet transform;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Intelligent Control and Automation, 2006. WCICA 2006. The Sixth World Congress on
Conference_Location :
Dalian
Print_ISBN :
1-4244-0332-4
Type :
conf
DOI :
10.1109/WCICA.2006.1713265
Filename :
1713265
Link To Document :
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