Modelling and prediction of cyclostationary chaotic time series using periodic autoregressive models

被引：0
|
作者：
Xi, F [1 ]
Liu, Z [1 ]
机构：
[1] Nanjing Univ Sci & Technol, Dept Elect Engn, Nanjing 210094, Jiangsu, Peoples R China
来源：
2005 INTERNATIONAL CONFERENCE ON COMMUNICATIONS, CIRCUITS AND SYSTEMS, VOLS 1 AND 2, PROCEEDINGS: VOL 1: COMMUNICATION THEORY AND SYSTEMS | 2005年
关键词：
D O I：
暂无
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
It has been shown that some chaotic time series has cyclostationary characteristic. In this paper, this characteristic is exploited for applications to modeling and prediction of chaotic time series. To this aim, periodic autoregressive model is used. The application of the proposed model to simulated data from the periodically perturbed Logistic map is carried out and the results show that the model works well for modeling and long-term prediction in comparison with other models.
引用
收藏
页码：721 / 725
页数：5
相关论文
共 50 条
  • [1] Modelling and prediction of cyclostationary chaotic time series using vector autoregressive models
    Xi, Feng
    Liu, Zhong
    2006 IEEE INTERNATIONAL SYMPOSIUM ON SIGNAL PROCESSING AND INFORMATION TECHNOLOGY, VOLS 1 AND 2, 2006, : 468 - +
  • [2] On modelling and diagnostic checking of vector periodic autoregressive time series models
    Ursu, Eugen
    Duchesne, Pierre
    JOURNAL OF TIME SERIES ANALYSIS, 2009, 30 (01) : 70 - 96
  • [3] Simulation of time series using periodic gamma autoregressive models
    Leite de Almeida Duca, Victor Eduardo
    Souza, Reinaldo Castro
    Costa Ferreira, Pedro Guilherme
    Cyrino Oliveira, Fernando Luiz
    INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2019, 26 (04) : 1315 - 1338
  • [4] Mixture periodic autoregressive time series models
    Shao, Q
    STATISTICS & PROBABILITY LETTERS, 2006, 76 (06) : 609 - 618
  • [5] Robust modelling of periodic vector autoregressive time series
    Ursu, Eugen
    Pereau, Jean-Christophe
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2014, 155 : 93 - 106
  • [6] Periodic autoregressive models for time series with integrated seasonality
    Baragona, Roberto
    Battaglia, Francesco
    Cucina, Domenico
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2021, 91 (04) : 694 - 712
  • [7] Prediction of chaotic time series using hidden Markov models
    Stamp, DI
    Wu, QH
    UKACC INTERNATIONAL CONFERENCE ON CONTROL '98, VOLS I&II, 1998, : 1420 - 1425
  • [8] Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
    Battaglia, Francesco
    Cucina, Domenico
    Rizzo, Manuel
    STATISTICS AND COMPUTING, 2020, 30 (01) : 77 - 91
  • [9] Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
    Francesco Battaglia
    Domenico Cucina
    Manuel Rizzo
    Statistics and Computing, 2020, 30 : 77 - 91
  • [10] Local Functional Coefficient Autoregressive Model for Multistep Prediction of Chaotic Time Series
    Su, Liyun
    Li, Chenlong
    DISCRETE DYNAMICS IN NATURE AND SOCIETY, 2015, 2015
12345