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Please use this identifier to cite or link to this item: http://hdl.handle.net/10561/286

Title: カオス時系列データ予測のための埋込み次元決定方法
Other Titles: Determining embedding dimension for predicting chaotic time series
Author: 伊藤, 憲一
Author's alias: ITOH, Ken-ichi
Issue Date: 20-Dec-2005
Publisher: 県立長崎シーボルト大学
Shimei: 県立長崎シーボルト大学国際情報学部紀要
Issue: 6
ISSN: 1346-6372
Abstract: In a local approximation technique for predicting chaotic time series, a state space is reconstructed from a time series using delay coordinate embedding and then a local predictor is constructed in the state space. The embedding dimension of the state space has a significant effect on the prediction accuracy. We evaluate the prediction error as a function of the embedding dimension for chaotic time series generated by the Hénon map and the Ikeda map and show basic guidelines for determining the embedding dimension.
Keywords: chaos, time series, prediction, embedding dimension
Description: 国立情報学研究所より電子化
URI: http://hdl.handle.net/10561/286
Appears in Collections:第6号

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