• DocumentCode
    3636259
  • Title

    Qualitative identification of chaotic patterns in multidimensional time series

  • Author

    Mirko Dohnal;Jifří Luñáček;Tomáš Meluzín

  • Author_Institution
    Faculty of Business and Management, Brno University of Technology, Brno, Czech Republic
  • fYear
    2010
  • Firstpage
    163
  • Lastpage
    165
  • Abstract
    Concepts of chaos have been introduced into time series theory relatively long time ago. However, multidimensional chaotic tasks are still prohibitively difficult to solve. Qualitative models are based on three values only — decreasing, constant, and increasing. A qualitative solution of a chaotic model gives a set of time scenarios. E.g. Lorenz model has 813 qualitative scenarios. There are 8222 transitions among the set of Lorenz scenarios. A qualitative interpretation of quantitative multidimensional time series is based on some quantitative smoothing algorithm followed by qualitative descriptions of the first and second derivatives. If a qualitative interpretation of a time series represents a path in the Lorenz oriented graph then the time series has the Lorenz chaotic patterns.
  • Keywords
    "Chaos","Multidimensional systems","Steady-state","Differential equations","Conference management","Financial management","Quality management","Technology management","Engineering management","Smoothing methods"
  • Publisher
    ieee
  • Conference_Titel
    Financial Theory and Engineering (ICFTE), 2010 International Conference on
  • Print_ISBN
    978-1-4244-7757-9
  • Type

    conf

  • DOI
    10.1109/ICFTE.2010.5499405
  • Filename
    5499405