• 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