DocumentCode
344633
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
Volume
2
fYear
1999
fDate
22-25 Aug. 1999
Firstpage
1004
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Fuzzy Systems Conference Proceedings, 1999. FUZZ-IEEE '99. 1999 IEEE International
Conference_Location
Seoul, South Korea
ISSN
1098-7584
Print_ISBN
0-7803-5406-0
Type
conf
DOI
10.1109/FUZZY.1999.793089
Filename
793089
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