Title :
Qualitative identification of chaotic patterns in multidimensional time series
Author :
Mirko Dohnal;Jifří Luñáček;Tomáš Meluzín
Author_Institution :
Faculty of Business and Management, Brno University of Technology, Brno, Czech Republic
Abstract :
Concepts of chaos have been introduced into time series theory relatively long time ago. However, multidimensional chaotic tasks are still prohibitively difficult to solve. Qualitative models are based on three values only — decreasing, constant, and increasing. A qualitative solution of a chaotic model gives a set of time scenarios. E.g. Lorenz model has 813 qualitative scenarios. There are 8222 transitions among the set of Lorenz scenarios. A qualitative interpretation of quantitative multidimensional time series is based on some quantitative smoothing algorithm followed by qualitative descriptions of the first and second derivatives. If a qualitative interpretation of a time series represents a path in the Lorenz oriented graph then the time series has the Lorenz chaotic patterns.
Keywords :
"Chaos","Multidimensional systems","Steady-state","Differential equations","Conference management","Financial management","Quality management","Technology management","Engineering management","Smoothing methods"
Conference_Titel :
Financial Theory and Engineering (ICFTE), 2010 International Conference on
Print_ISBN :
978-1-4244-7757-9
DOI :
10.1109/ICFTE.2010.5499405