Study on the prediction method of low-dimension time series that arise from the intrinsic nonlinear dynamics (Q5942743)

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scientific article; zbMATH DE number 1643550
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Study on the prediction method of low-dimension time series that arise from the intrinsic nonlinear dynamics
scientific article; zbMATH DE number 1643550

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    Study on the prediction method of low-dimension time series that arise from the intrinsic nonlinear dynamics (English)
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    9 September 2001
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    The authors are mainly interested in the discussion of prediction methods and their application to nonlinear dynamical systems that are determined from chaotic time series of low dimension. They reconstruct the chaotic time series in the phase space adopting one kind of nonlinear chaotic model. At first, the model parameters are estimated by using the improved least squares method. As soon as the precision is satisfied, the optimization method is used to estimate these parameters. Further some experimental examples are analyzed to testify the models and the algorithms developed in this paper.
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    prediction methods
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    nonlinear dynamical systems
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    chaotic time series of low dimension
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    least squares method
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