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Please use this identifier to cite or link to this item: http://hdl.handle.net/10561/337

Title: 雑音を含むカオス時系列データの予測
Other Titles: Predicting Chaotic Time Series Corrupted with Measurement Noise
Author: 伊藤, 憲一
Author's alias: ITOH, Ken-ichi
Issue Date: 20-Dec-2003
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: 4
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 coordinated and then a local predictor is constructed on the basis of the motion of the nearest neighbors in the state space. The number of the nearest neighbors has an important effect on the prediction accuracy. We evaluate the prediction error as a function of the number of the nearest neighbors for time series of the Henon map and the Lorenz model contaminated with Gaussian white noise and show basic guidelines for selecting the nearest neighbors.
Keywords: chaos, time series, prediction
Description: 国立情報学研究所により電子化
URI: http://hdl.handle.net/10561/337
Appears in Collections:第4号

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