TY - JOUR
T1 - Time series prediction using Lyapunov exponents in embedding phase space
AU - Zhang, J.
AU - Man, K. F.
AU - Ke, J. Y.
PY - 1998
Y1 - 1998
N2 - In this paper, a multi-dimension chaotic time series prediction method using Lyapunov Exponents in phase space is proposed. The method is based on the fundament characteristic of chaotic behaviour that sensitive dependence upon initial conditions (SDUIC) and Lyapunov Exponents (LEs) are the measure of the SDUIC in chaotic system. The fundamental characteristic of chaotic time series is analyzed, the proposal method is deduced. Numerical experimental results show that the proposed method is simple, practical and effective.
AB - In this paper, a multi-dimension chaotic time series prediction method using Lyapunov Exponents in phase space is proposed. The method is based on the fundament characteristic of chaotic behaviour that sensitive dependence upon initial conditions (SDUIC) and Lyapunov Exponents (LEs) are the measure of the SDUIC in chaotic system. The fundamental characteristic of chaotic time series is analyzed, the proposal method is deduced. Numerical experimental results show that the proposed method is simple, practical and effective.
UR - http://www.scopus.com/inward/record.url?scp=0032315035&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-0032315035&origin=recordpage
U2 - 10.1109/ICSMC.1998.728147
DO - 10.1109/ICSMC.1998.728147
M3 - RGC 21 - Publication in refereed journal
SN - 0884-3627
VL - 2
SP - 1750
EP - 1755
JO - Proceedings of the IEEE International Conference on Systems, Man and Cybernetics
JF - Proceedings of the IEEE International Conference on Systems, Man and Cybernetics
T2 - 1998 IEEE International Conference on Systems, Man, and Cybernetics
Y2 - 11 October 1998 through 14 October 1998
ER -