Incomplete phase space reconstruction method based on subspace adaptive evolution approximation

DOI10.1155/2013/983051MaRDI QIDQ1791430zbMATH OpenOpenAlexWikidataFDO

Authors Tai-Fu Li, Wei Jia, Wei Zhou, Ji-Ke Ge, Yu-Cheng Liu, Li-Zhong Yao

Publication date 10 October 2018

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2013/983051

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Review text

Summary: The chaotic time series can be expanded to the multidimensional space by phase space reconstruction, in order to reconstruct the dynamic characteristics of the original system. It is difficult to obtain complete phase space for chaotic time series, as a result of the inconsistency of phase space reconstruction. This paper presents an idea of subspace approximation. The chaotic time series prediction based on the phase space reconstruction can be considered as the subspace approximation problem in different neighborhood at different time. The common static neural network approximation is suitable for a trained neighborhood, but it cannot ensure its generalization performance in other untrained neighborhood. The subspace approximation of neural network based on the nonlinear extended Kalman filtering (EKF) is a dynamic evolution approximation from one neighborhood to another. Therefore, in view of incomplete phase space, due to the chaos phase space reconstruction, we put forward subspace adaptive evolution approximation method based on nonlinear Kalman filtering. This method is verified by multiple sets of wind speed prediction experiments in Wulong city, and the results demonstrate that it possesses higher chaotic prediction accuracy.

Recommendations

• Prediction for chaotic time series based on phase reconstruction of multivariate time series
• Parameter determination based on a composite evolutionary algorithm for reconstructing phase-space in a chaotic time series
• scientific article; zbMATH DE number 1839617
• Prediction techniques of chaotic time series and its applications at low noise level
• Study on the prediction method of low-dimension time series that arise from the intrinsic nonlinear dynamics

Cited in

(1)

• Support vector regression based on grid-search method for short-term wind power forecasting

This page was built for publication: Incomplete phase space reconstruction method based on subspace adaptive evolution approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1791430)