• DocumentCode
    2882591
  • Title

    Global prediction for chaotic time series based on continued fractions

  • Author

    Zhang, Sen ; Xiao, Xianci

  • Author_Institution
    Coll. of Electron. Eng., Univ. of Electron. Sci. & Technol. of China, Chengdu, China
  • Volume
    2
  • fYear
    2005
  • fDate
    12-14 Oct. 2005
  • Firstpage
    1528
  • Lastpage
    1531
  • Abstract
    A non-linear global predictable model for chaotic time series is built, and it based on continued-fraction approximation and phase-space reconfiguration, while the dynamic model can´t be known for the system of chaotic time series, we develop the polynomial approximation method to the rational-fraction approximation´s in theory, and we can analyze the characteristic and gain the prediction by substituting the model for the equation of the chaotic time series. The results of theoretic analysis and computer simulation have proved this method is practically feasible. We can predict it accurately comparatively and get an explicit expression.
  • Keywords
    chaos; modelling; polynomial approximation; prediction theory; time series; chaotic time series; continued fractions approximation; global prediction; phase-space reconfiguration; polynomial approximation method; Approximation methods; Chaos; Educational institutions; Electronic mail; Equations; Nonlinear dynamical systems; Polynomials; Prediction methods; Predictive models; Time series analysis;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Communications and Information Technology, 2005. ISCIT 2005. IEEE International Symposium on
  • Print_ISBN
    0-7803-9538-7
  • Type

    conf

  • DOI
    10.1109/ISCIT.2005.1567163
  • Filename
    1567163