• 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