Title
Chaotic Time Series Prediction By Artificial Neural Networks
Abstract
In this paper, we used four types of artificial neural network (ANN) to predict the behavior of chaotic time series. Each neural network that used in this paper acts as global model to predict the future behavior of time series. Prediction process is based on embedding theorem and time delay determined by this theorem. This ANN applied to the time series that generated by Mackey-glass equation that has a chaotic behavior. At the end, all neural networks are used to solve this problem and their results are compared and analyzed.
Year
DOI
Venue
2016
10.3233/JCM-160643
JOURNAL OF COMPUTATIONAL METHODS IN SCIENCES AND ENGINEERING
Keywords
Field
DocType
Artificial neural network (ANN), chaotic systems, Mackey-glass (MG), prediction, time series
Chaotic time series prediction,Computer science,Stochastic neural network,Types of artificial neural networks,Time delay neural network,Artificial intelligence,Artificial neural network
Journal
Volume
Issue
ISSN
16
3
1472-7978
Citations 
PageRank 
References 
6
0.82
31
Authors
2
Name
Order
Citations
PageRank
Marjan Kuchaki Rafsanjani17616.18
Meysam Samareh260.82