Time series prediction using Lyapunov exponents in embedding phase space

DOI10.1016/S0045-7906(03)00015-6zbMath1107.37308OpenAlexW1966804955MaRDI QIDQ1886444

Yanyan Li

Publication date: 18 November 2004

Published in: Computers and Electrical Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0045-7906(03)00015-6

zbMATH Keywords

chaotic time series predictionsensitive dependence upon initial conditions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10)

Related Items (3)

Nonlinear response prediction of cracked rotor based on EMD ⋮ Power forecasting of combined heating and cooling systems based on chaotic time series ⋮ Predictability of Marine Population Trajectories–the effect of delays and resource availability

This page was built for publication: Time series prediction using Lyapunov exponents in embedding phase space