Predicting chaotic time series with a partial model

被引:28
|
作者
Hamilton, Franz [1 ,2 ]
Berry, Tyrus [3 ]
Sauer, Timothy [1 ,2 ]
机构
[1] George Mason Univ, Dept Elect & Comp Engn, Fairfax, VA 22030 USA
[2] George Mason Univ, Dept Math Sci, Fairfax, VA 22030 USA
[3] Penn State Univ, Dept Math, University Pk, PA 16802 USA
来源
PHYSICAL REVIEW E | 2015年 / 92卷 / 01期
基金
美国国家科学基金会;
关键词
WEATHER; ERROR;
D O I
10.1103/PhysRevE.92.010902
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
Methods for forecasting time series are a critical aspect of the understanding and control of complex networks. When the model of the network is unknown, nonparametric methods for prediction have been developed, based on concepts of attractor reconstruction pioneered by Takens and others. In this Rapid Communication we consider how to make use of a subset of the system equations, if they are known, to improve the predictive capability of forecasting methods. A counterintuitive implication of the results is that knowledge of the evolution equation of even one variable, if known, can improve forecasting of all variables. The method is illustrated on data from the Lorenz attractor and from a small network with chaotic dynamics.
引用
收藏
页数:5
相关论文
共 50 条
  • [41] Chaotic Characteristic of Time Series of Partial Discharge in Oil-Paper Insulation
    Luo Yongfen
    Ji Haiying
    Huang Ping
    Li Yanming
    PLASMA SCIENCE & TECHNOLOGY, 2011, 13 (06) : 740 - 746
  • [42] The Analysis of the Geometric Structure of the Delayed Time Used in the Embedding Process in Predicting Chaotic Time Series
    Gu Shengshi
    Holden A V
    Zhang HApplied Mathematics DepartmentJiaotong UniversityShanghai PRChinaphysiology Department centre for Nonlinear StudiesThe University of LeedsLS JTUK
    生物数学学报, 1997, (01) : 23 - 26
  • [43] On a model approach to forecasting of chaotic time series. II
    Kidachi, H
    PROGRESS OF THEORETICAL PHYSICS, 2001, 105 (01): : 109 - 121
  • [44] Estimation of Lyapunov spectrum and model selection for a chaotic time series
    Li, Qinglan
    Xu, Pengcheng
    APPLIED MATHEMATICAL MODELLING, 2012, 36 (12) : 6090 - 6099
  • [45] State-space prediction model for chaotic time series
    Alparslan, AK
    Sayar, M
    Atilgan, AR
    PHYSICAL REVIEW E, 1998, 58 (02) : 2640 - 2643
  • [46] A new local linear prediction model for chaotic time series
    Meng, Qingfang
    Peng, Yuhua
    PHYSICS LETTERS A, 2007, 370 (5-6) : 465 - 470
  • [47] MODEL-EQUATIONS FROM A CHAOTIC TIME-SERIES
    AGARWAL, AK
    AHALPARA, DP
    KAW, PK
    PRABHAKARA, HR
    SEN, A
    PRAMANA-JOURNAL OF PHYSICS, 1990, 35 (03): : 287 - 301
  • [48] A novel hybrid model to forecast seasonal and chaotic time series
    Abbasimehr, Hossein
    Behboodi, Amirreza
    Bahrini, Aram
    EXPERT SYSTEMS WITH APPLICATIONS, 2024, 239
  • [49] Predicting chaotic time series and replicating chaotic attractors based on two novel echo state network models
    Li, Yuting
    Li, Yong
    NEUROCOMPUTING, 2022, 491 : 321 - 332
  • [50] Resampling chaotic time series
    Golia, S
    Sandri, M
    PHYSICAL REVIEW LETTERS, 1997, 78 (22) : 4197 - 4200