Prediction of turning points for chaotic time series using ensemble ANN model

被引：2

作者：

Li, Xiuquan ^{[1
]}

Deng, Zhidong ^{[1
]}

机构：

[1] Tsinghua Univ, State Key Lab Intelligent Technol & Syst, Tsinghua Natl Lab Informat Sci & Technol, Dept Comp Sci, Beijing 100084, Peoples R China

来源：

2008 7TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION, VOLS 1-23 | 2008年

关键词：

Ensemble neural network; chaotic time series; turning points prediction; GA;

D O I：

10.1109/WCICA.2008.4593474

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A machine learning approach to predict turning points for chaotic time series was proposed through incorporating chaotic analysis into ensemble artificial neural network (ANN) modeling. The EM-like parameter learning algorithm for ensemble ANN model was presented. We then gave a new GA-based threshold optimization procedure using out-of-sample validation. The proposed approach was demonstrated on the benchmark chaotic time series like Mackey-Glass system. Our experimental results show significant improvement in performance over ANN model alone.

引用

页码：3459 / 3464

页数：6

共 50 条

[31] Analysis and Prediction of Temperature Time Series Using Chaotic Approach
Bahari, M.
Hamid, N. Z. A.
INTERNATIONAL GEOGRAPHY SEMINAR 2018 (IGEOS), 2019, 286
[32] Prediction of the chaotic time series using support vector machines
Cui, WZ
Zhu, CC
Bao, WX
Liu, JH
ACTA PHYSICA SINICA, 2004, 53 (10) : 3303 - 3310
[33] A chaotic time series prediction algorithm using asymmetric functions
Yun, Bu
Xin, Kang Wan
Qiang, Chen Yong
PROCEEDINGS OF THE 2013 INTERNATIONAL CONFERENCE ON INFORMATION, BUSINESS AND EDUCATION TECHNOLOGY (ICIBET 2013), 2013, 26 : 181 - 184
[34] Nonlinear time series prediction using chaotic neural networks
Li, KP
Chen, TL
COMMUNICATIONS IN THEORETICAL PHYSICS, 2001, 35 (06) : 759 - 762
[35] Chaotic time series prediction using PSFS2
Kim, MS
Lee, HS
You, CH
Chung, CS
SICE 2002: PROCEEDINGS OF THE 41ST SICE ANNUAL CONFERENCE, VOLS 1-5, 2002, : 2358 - 2363
[36] Prediction of chaotic time series by using ANNs, ANFIS and SVMs
Dalia Pano-Azucena, Ana
Tlelo-Cuautle, Esteban
Tan, Sheldon X-D
2018 7TH INTERNATIONAL CONFERENCE ON MODERN CIRCUITS AND SYSTEMS TECHNOLOGIES (MOCAST), 2018,
[37] CHAOTIC TIME SERIES PREDICTION USING THE NONLINEAR PAR SYSTEMS
Ozer, Saban
Zorlu, Hasan
JOURNAL OF THE FACULTY OF ENGINEERING AND ARCHITECTURE OF GAZI UNIVERSITY, 2012, 27 (02): : 323 - 331
[38] Using repetitive fuzzy method for chaotic time series prediction
Gholizade-Narm, Hossein
Shafiee-Chafi, Mohammad Reza
JOURNAL OF INTELLIGENT & FUZZY SYSTEMS, 2015, 28 (04) : 1937 - 1946
[39] Prediction of chaotic time series using hidden Markov models
Stamp, DI
Wu, QH
UKACC INTERNATIONAL CONFERENCE ON CONTROL '98, VOLS I&II, 1998, : 1420 - 1425
[40] Chaotic time series prediction using the nonlinear par systems
Doǧrusal olmayan par sstemler kullanilarak kaotk zaman sers kestrm
Özer, S. (sozer@erciyes.edu.tr), 1600, Gazi Universitesi Muhendislik-Mimarlik (27):

← 1 2 3 4 5 →