DocumentCode :
2948878
Title :
Determining Parameters in the Phase-Space Reconstruction of Multivariate Time Series on Genetic Algorithm
Author :
Tao, Hui ; Ma, Xiao-Ping ; Qiao, Mei-Ying
Author_Institution :
Sch. of Inf. & Electr. Eng., China Univ. of Min. & Technol., Xuzhou, China
fYear :
2011
fDate :
20-21 Aug. 2011
Firstpage :
81
Lastpage :
84
Abstract :
Based the principle of minimizing average prediction error, in this paper genetic algorithm is adopted to determine parameters in the phase-space reconstruction of multivariate time series. First, the methods of phase-space reconstruction and multivariate time series prediction are introduced. Then the theory of genetic algorithm to select reconstruction parameters is given that chromosome coding is multi-parameters cascade binary string, fitness is average prediction error function and the optimal parameters combination is obtained through genetic operation. Finally, in Matlab2009b simulation environment, the algorithm is applied to confirm embedding dimensions and time-delays of Rossler coupling system, and the results show that the algorithm has high prediction precision and rapid calculating speed.
Keywords :
delays; genetic algorithms; parameter estimation; phase space methods; time series; Matlab2009b simulation; Rossler coupling system; average prediction error function; average prediction error minimization; chromosome coding; genetic algorithm; multiparameters cascade binary string; multivariate time series prediction; parameter determination; phase-space reconstruction; time-delay; Biological cells; Chaos; Couplings; Encoding; Genetic algorithms; Prediction algorithms; Time series analysis; Embedding dimension; Genetic algorithm; Multivariate time series; Phase-space reconstruction; Time-delay;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Intelligence Science and Information Engineering (ISIE), 2011 International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4577-0960-9
Electronic_ISBN :
978-0-7695-4480-9
Type :
conf
DOI :
10.1109/ISIE.2011.122
Filename :
5997382
Link To Document :
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