کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1713024 1013212 2008 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Prediction and analysis of chaotic time series on the basis of support vector
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Prediction and analysis of chaotic time series on the basis of support vector
چکیده انگلیسی
Based on discussion on the theories of support vector machines (SVM), an one-step prediction model for time series prediction is presented, wherein the chaos theory is incorporated. Chaotic character of the time series is taken into account in the prediction procedure; parameters of reconstruction-delay and embedding-dimension for phase-space reconstruction are calculated in light of mutual-information and false-nearest-neighbor method, respectively. Precision and functionality have been demonstrated by the experimental results on the basis of the prediction of Lorenz chaotic time series.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Systems Engineering and Electronics - Volume 19, Issue 4, August 2008, Pages 806-811
نویسندگان
, , ,