Title
Modelling of chaotic systems with recurrent least squares support vector machines combined with stationary wavelet transform
Abstract
A new strategy for modeling of chaotic systems is presented, which is based on the combination of the stationary wavelet transform and Recurrent Least Squares Support Vector Machines (RLS-SVM). The stationary wavelet transform provide a sensible decomposition of the data so that the underlying temporal structures of the original time series become more tractable. The similarity of dynamic invariants between the origin and generated time series shows that the proposed method can capture the dynamics of the chaotic time series effectively.
Year
DOI
Venue
2005
10.1007/11427445_69
ISNN (2)
Keywords
Field
DocType
time series,chaotic system,squares support vector machine,stationary wavelet,new strategy,dynamic invariants,squares support,chaotic time series,vector machines,original time series,least squares support vector machine,stationary wavelet transform,generation time
Harmonic wavelet transform,Computer science,Continuous wavelet transform,Second-generation wavelet transform,Artificial intelligence,Discrete wavelet transform,Stationary wavelet transform,Wavelet packet decomposition,Machine learning,Wavelet,Wavelet transform
Conference
Volume
ISSN
ISBN
3497
0302-9743
3-540-25913-9
Citations 
PageRank 
References 
1
0.49
1
Authors
4
Name
Order
Citations
PageRank
Jiancheng Sun1437.79
Lun Yu282.34
Guang Yang310.83
Congde Lu4142.72