Name
Abstract | ||
|---|---|---|
The aim of this paper is to compare different prediction methods for chaotic deterministic systems. We consider three different methods to evaluate the dynamics of the systems: the nearest neighbors, the radial basis functions and the regression tree. We use a comparison criterion suited to chaotic systems: the prediction horizon. The optimal prediction horizon is discussed with respect to the sampling time step. We apply these methods to simulated chaotic systems (Lorenz systems), experimental chaotic systems (double-scroll) and to intra-day series of exchange rates, namely Deutschmark/French Franc. We provide developments concerning the choice of the parameters involved in chaotic time series prediction |
Year | DOI | Venue |
|---|---|---|
1997 | 10.1109/ICASSP.1997.604704 | Acoustics, Speech, and Signal Processing, 1997. ICASSP-97., 1997 IEEE International Conference |
Keywords | Field | DocType |
chaos,nonlinear dynamical systems,nonparametric statistics,prediction theory,signal sampling,time series,trees (mathematics),DEM/FRF,Deutschmark/French Franc,Lorenz systems,chaotic time series,comparison criterion,deterministic systems,double-scroll,exchange rates,experimental chaotic systems,intra-day series,nearest neighbors,prediction horizon,prediction methods,radial basis functions,regression tree,sampling time step | Applied mathematics,Decision tree,Radial basis function,Computer science,Artificial intelligence,Chaotic systems,Chaotic,Mathematical optimization,Horizon,Sampling time,Nonparametric statistics,Sampling (statistics),Machine learning | Conference |
Volume | ISSN | ISBN |
5 | 1520-6149 | 0-8186-7919-0 |
Citations | PageRank | References |
4 | 0.53 | 1 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Anne-Emmanuelle Badel | 1 | 4 | 0.53 |
| Dominique Guégan | 2 | 5 | 2.25 |
| Ludovic Mercier | 3 | 4 | 0.53 |
| Olivier J. j. Michel | 4 | 232 | 23.78 |