DocumentCode
1612041
Title
Predicting the Mackey Glass Chaotic Time Series Using Genetic Algorithm
Author
Farzad, Mohammad ; Tahersima, Hanif ; Khaloozadeh, Hamid
Author_Institution
Dept. of Electr. Eng., Malek Ashtar of Tech. Univ., Tehran
fYear
2006
Firstpage
5460
Lastpage
5463
Abstract
In this paper, we investigate the accurate prediction ability of the chaotic time series. The considered chaotic system is Mackey glass time series. After inspection of Mackey glass equations, we investigate sensitivity and effect of parameters. The next step is to find unknown parameters using genetic algorithm. The result of GA shows that it is impossible to estimate accurate value of parameters. Hence, the new method has been proposed to improve the prediction by finding similar structures. At last by some examples it is shown that prediction with 100 steps ahead is possible
Keywords
genetic algorithms; time series; Mackey glass chaotic time series; Mackey glass equation; genetic algorithm; Artificial neural networks; Chaos; Equations; Genetic algorithms; Glass; Hafnium; Inspection; Polynomials; Power system modeling; Prediction methods; Chaotic Time Series; Genetic Algorithm; horizon prediction; parameters; prediction. initial value; sensitivity; start point;
fLanguage
English
Publisher
ieee
Conference_Titel
SICE-ICASE, 2006. International Joint Conference
Conference_Location
Busan
Print_ISBN
89-950038-4-7
Electronic_ISBN
89-950038-5-5
Type
conf
DOI
10.1109/SICE.2006.315603
Filename
4108758
Link To Document