Chaotic time series prediction by artificial neural networks

被引：14
|
作者：
Rafsanjani, Marjan Kuchaki [1 ]
Samareh, Meysam [1 ]
机构：
[1] Shahid Bahonar Univ Kerman, Fac Math & Comp, Dept Comp Sci, Kerman, Iran
来源：
JOURNAL OF COMPUTATIONAL METHODS IN SCIENCES AND ENGINEERING | 2016年 / 16卷 / 03期
关键词：
Artificial neural network (ANN); chaotic systems; Mackey-glass (MG); prediction; time series;
D O I：
10.3233/JCM-160643
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
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.
引用
收藏
页码：599 / 615
页数：17
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