Details

Autor(en) / Beteiligte

• Han, Min
• Guo, Wei
• Fan, Mingming
• Zurada, Jacek M.
• Lu, Bao-Liang
• Yi, Zhang
• Yin, Hujun
• Wang, Jun

Titel

Multivariate Chaotic Time Series Prediction Based on Radial Basis Function Neural Network

Ist Teil von

• Advances in Neural Networks - ISNN 2006, 2006, p.741-746

Ort / Verlag

Berlin, Heidelberg: Springer Berlin Heidelberg

Erscheinungsjahr

2006

Link zum Volltext

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• In this paper, a new predictive algorithm for multivariate chaotic time series is proposed. Considering the correlations among time series, multivariate time series instead of univariate ones are taken as the inputs of predictive model. The model is implemented by a radial basis function neural network. To determine the number of model inputs, C-C method is applied to construct the embedding of the chaotic time series by choosing delay time window. The annual river runoff and annual sunspots are used in the simulation, and the proposed method is proven effective and valid.