Phase-space prediction of chaotic time series (Q4257745)

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scientific article; zbMATH DE number 1329427
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    Phase-space prediction of chaotic time series
    scientific article; zbMATH DE number 1329427

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      Phase-space prediction of chaotic time series (English)
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      2 November 1999
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      chaotic time series
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      scaling law
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      phase-space prediction
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      Lorenz and Rössler flows
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      This paper deals with a short-term prediction of chaotic time series for which the governing equations of the system may be unknown. A quantitative characterization of the prediction performance and scaling laws are presented and implementation of the algorithm is discussed. Moreover, the authors provide some typical examples to demonstrate the prediction performance using computer-generated data both for logistic, Hénon, Ikeda maps and Rössler and Lorenz flows, and experimental data. It is shown that the prediction algorithm gives a prediction time up to or longer than five times the Lyapunov time.
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