Title :
A study for complexity of chaotic time series and prediction accuracy
Author :
Iokibe, Tadashi ; Koyama, Masaya ; Taniguchi, Minako
Author_Institution :
Syst. Technol. Div., Meidensha Corp., Tokyo, Japan
Abstract :
This article gives relation between complexity of a time series data and an accuracy of prediction. We used logistic map. The time series data exhibit chaotic behavior. First, we estimate Lyapunov exponent and trajectory parallel measure (TPM). Next, we make short term prediction. Finally we compare them.
Keywords :
Lyapunov methods; chaos; computational complexity; prediction theory; time series; Lyapunov exponent; TPM; chaotic time series complexity; logistic map; prediction accuracy; short term prediction; trajectory parallel measure; Accuracy; Bifurcation; Chaos; Delay effects; Difference equations; Fractals; Frequency; Logistics; State-space methods; Time series analysis;
Conference_Titel :
Fuzzy Systems Conference Proceedings, 1999. FUZZ-IEEE '99. 1999 IEEE International
Conference_Location :
Seoul, South Korea
Print_ISBN :
0-7803-5406-0
DOI :
10.1109/FUZZY.1999.793089
