Title :
Chaotic Time Series Forecast Modeling Based on Biased Wavelet Neural Network
Author :
Liu, Fang ; Jiang, Desheng ; Qiu, Fangpeng ; Zhou, Jianzhong
Author_Institution :
Sch. of Comput. Sci. & Technol., Wuhan Univ. of Technol., Wuhan
Abstract :
Chaos and artificial neural networks have been providing a new rout for investigating the complicated nonlinear time series. As the traditional neural networks are easy to get slow convergence and produce large redundancy which might consequently bring low efficiency, the biased wavelet neural networks is employed to build chaotic time series forecasting. Efforts are also made to assess the forecast modeling process, characteristics and key coefficients selection. Together with the phase space reconstruction theory, this paper discusses the application to month inflow runoff time series, which shows that the presented method is feasible and obtains satisfying forecast precisions.
Keywords :
chaos; convergence; forecasting theory; geophysics computing; neural nets; phase space methods; reservoirs; time series; wavelet transforms; biased wavelet neural network; chaotic nonlinear time series forecast modeling; convergence; month inflow runoff time series; phase space reconstruction theory; Artificial neural networks; Autocorrelation; Chaos; Computer science; Delay effects; Educational technology; Neural networks; Predictive models; Space technology; Time series analysis; biased wavelet neural network; chaotic time series forecast; phase space reconstruction;
Conference_Titel :
Computer Science and Software Engineering, 2008 International Conference on
Conference_Location :
Wuhan, Hubei
Print_ISBN :
978-0-7695-3336-0
DOI :
10.1109/CSSE.2008.787