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| Titel: |
Phase-space prediction of chaotic time series |
| Auteur: |
Yu, Dejin Lu, Weiping Harrison, Robert G. |
| Verschenen in: |
Dynamical systems |
| Paginering: | Jaargang 13 (1998) nr. 3 pagina's 219-236 |
| Jaar: |
1998 |
| Inhoud: |
We report on improved phase-space prediction of chaotic time series. We propose a new neighbour-searching strategy which corrects phase-space distortion arising from noise, finite sampling time and limited data length. We further establish a robust fitting algorithm which combines phase-space transformation, weighted regression and singular value decomposition least squares to construct a local linear prediction function. The scaling laws of prediction error in the presence of noise with various parameters are discussed. The method provides a practical iterated prediction approach with relatively high prediction performance. The prediction algorithm is tested on maps (Logistic, Henon and Ikeda), finite flows (Rossler and Lorenz) and a laser experimental time series, and is shown to give a prediction time up to or longer than five times the Lyapunov time. The improved algorithm also gives a reliable prediction when using only a short training set and in the presence of small noise. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
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