Study on Prediction Methods for Dynamic Systems of Nonlinear Chaotic Time Series

MA Jun-hai; CHEN Yu-shu; XIN Bao-gui

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MA Jun-hai, CHEN Yu-shu, XIN Bao-gui. Study on Prediction Methods for Dynamic Systems of Nonlinear Chaotic Time Series[J]. Applied Mathematics and Mechanics, 2004, 25(6): 551-557.

Citation:

MA Jun-hai, CHEN Yu-shu, XIN Bao-gui. Study on Prediction Methods for Dynamic Systems of Nonlinear Chaotic Time Series[J]. Applied Mathematics and Mechanics, 2004, 25(6): 551-557.

Citation:

MA Jun-hai, CHEN Yu-shu, XIN Bao-gui. Study on Prediction Methods for Dynamic Systems of Nonlinear Chaotic Time Series[J]. Applied Mathematics and Mechanics, 2004, 25(6): 551-557.

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Study on Prediction Methods for Dynamic Systems of Nonlinear Chaotic Time Series

1.
Management School, Tianjin University, Tianjin 300072, P. R. China;

Received Date: 2002-04-09
Rev Recd Date: 2003-12-23
Publish Date: 2004-06-15

Abstract

Abstract

The prediction methods for nonlinear dynamic systems which are decided by chaotic time series are mainly studied as well as structures of nonlinear self-related chaotic models and their dimensions. By combining neural networks and wavelet theories, the structures of wavelet transform neural networks were studied and also a wavelet neural networks learning method was given. Based on wavelet networks, a new method for parameter identification was suggested, which can be used selectively to extract different scales of frequency and time in time series in order to realize prediction of tendencies or details of original time series. Through pre-treatment and comparison of results before and after the treatment, several useful conclusions are reached: High accurate identification can be guaranteed by applying wavelet networks to identify parameters of self-related chaotic models and more valid prediction of the chaotic time series including noise can be achieved accordingly.
- nonlinear self-related chaotic model,
- wavelet neural network,
- parameter identification,
- time series prediction

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References(13)

References

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