The Prediction of Chaos Time Series Utilizing Inclined Vector


The KIPS Transactions:PartB , Vol. 9, No. 4, pp. 421-428, Aug. 2002
10.3745/KIPSTB.2002.9.4.421,   PDF Download:

Abstract

The local prediction method utilizing embedding vector loses the prediction power when the parameter estimation is not exact for predicting the chaos time series induced from the high order differential equation. In spite of the fact that there have been a lot of suggestions regarding how to estimate the delay time, no specific method is proposed to apply to any time series. The inclinded linear model, which utilizes inclinded vector, yields satisfying degree of prediction power without estimating exact delay time. The usefulness of this approach has been indicated not only theoretically but also in practical situation when the method was applied to economical time series analysis.


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Cite this article
[IEEE Style]
S. J. Weon, "The Prediction of Chaos Time Series Utilizing Inclined Vector," The KIPS Transactions:PartB , vol. 9, no. 4, pp. 421-428, 2002. DOI: 10.3745/KIPSTB.2002.9.4.421.

[ACM Style]
Sek Jun Weon. 2002. The Prediction of Chaos Time Series Utilizing Inclined Vector. The KIPS Transactions:PartB , 9, 4, (2002), 421-428. DOI: 10.3745/KIPSTB.2002.9.4.421.