Multi-step prediction of chaotic time-series with intermittent failures based on the generalized nonlinear filtering methods

DOI10.1016/J.AMC.2013.02.071MaRDI QIDQ2453236zbMATH OpenOpenAlexFDO

Authors Xuedong Wu, Zhihuan Song

Publication date 6 June 2014

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2013.02.071

zbMATH Keywords

additive and multiplicative noiseschaotic time-seriesgeneralized nonlinear filtering methodsmulti-step predictionneural network approximation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• Chaotic time series multi-step direct prediction with partial least squares regression
• Chaotic time series prediction based on multi-kernel learning support vector regression
• Gaussian particle filtering
• Kalman filtering with real-time applications
• Local prediction of nonlinear time series using support vector regression
• Multi-step ahead nonlinear identification of Lorenz's chaotic system using radial basis neural network with learning by clustering and particle swarm optimization
• Optimal recursive estimation with uncertain observation
• Oscillation and chaos in physiological control systems
• Particle-filter-based estimation and prediction of chaotic states
• Prediction of chaotic time series based on selective support vector machine ensembles

Cited in

(3)

• Multi-step prediction of time series with random missing data
• Local functional coefficient autoregressive model for multistep prediction of chaotic time series
• An adaptive cubature Kalman filter for nonlinear systems against randomly occurring injection attacks

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