PREDICTING CHAOTIC TIME-SERIES WITH WAVELET NETWORKS

Citation
Ly. Cao et al., PREDICTING CHAOTIC TIME-SERIES WITH WAVELET NETWORKS, Physica. D, 85(1-2), 1995, pp. 225-238
Citations number
29
Categorie Soggetti
Mathematical Method, Physical Science",Physics,"Physycs, Mathematical
Journal title
ISSN journal
01672789
Volume
85
Issue
1-2
Year of publication
1995
Pages
225 - 238
Database
ISI
SICI code
0167-2789(1995)85:1-2<225:PCTWWN>2.0.ZU;2-F
Abstract
A new technique, wavelet network, is introduced to predict chaotic tim e series. By using this technique, firstly, we make accurate short-ter m predictions of the time series from chaotic attractors. Secondly, we make accurate predictions of the values and bifurcation structures of the time series from dynamical systems whose parameter values are cha nging with time. Finally we predict chaotic attractors by making long- term predictions based on remarkably few data points, where the correl ation dimensions of predicted attractors are calculated and are found to be almost identical to those of actual attractors.