DocumentCode
480229
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
Volume
4
fYear
2008
fDate
12-14 Dec. 2008
Firstpage
855
Lastpage
858
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Computer Science and Software Engineering, 2008 International Conference on
Conference_Location
Wuhan, Hubei
Print_ISBN
978-0-7695-3336-0
Type
conf
DOI
10.1109/CSSE.2008.787
Filename
4722753
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