| GENERAL |
|
|
|
|
A Novel Adaptive Predictor for Chaotic Time Series |
| BU Yun1, WEN Guang-Jun1, ZHOU Xiao-Jia2, ZHANG Qiang3 |
| 1School of Communication and Information Engineering, University of Electronic Science and Technology of China, Chengdu 6100542College of Automation, University of Electronic Science and Technology of China, Chengdu 6100543School of Sciences, Southwest Petroleum University, Chengdu 610500 |
|
| Cite this article: |
|
BU Yun, WEN Guang-Jun, ZHOU Xiao-Jia et al 2009 Chin. Phys. Lett. 26 100502 |
|
|
|
|
Abstract Many chaotic time series show non-Gaussian distribution, and non-Gaussianity can be characterized not only by higher-order cumulants but also by negative entropy. Since negative entropy can be accurately approximated by some special non-polynomial functions, which also can form an orthogonal system, these functions are used to construct an adaptive predictor to replace higher-order cumulants. Simulation shows the algorithm performs well for different chaotic systems.
|
| Keywords:
05.45.+b
|
|
|
Received: 19 February 2009
Published: 27 September 2009
|
|
|
|
|
|
|
|
[1] Farmer J D and Sidorowich J J 1987 Phys. Rev. Lett. 59 845
[2] Crutchfield J P and McNamara B S 1987 Complex Systems 1417
[3] Casdagli M 1989 Phys. D 35 335
[4] Sugihara G and May R M 1990 Nature 334 734
[5] Gong X F and Lai C H 1999 Phys. Rev. E 60 5463
[6] Bakker R, Schouten J C and Giles C L 2000 NeuralComput 12 2355
[7] Leung H, Lo T and Wang S 2001 IEEE Trans. Neural Network 12 1163
[8] Han M, Xi J H, Xu S G and Yin F L 2004 IEEE Trans. SignalProcess. 52 3409
[9] Kim D J and Kim C 1997 IEEE Trans. Fuzzy Systems 5 523
[10] Mirmomeni M, Lucas C and Moshiri B 2007 Int. Conf. NeuralNet Works (Orlando, Florid, USA 12--17 August 2007) p 1790
[11] Neubauer A 1998 IEEE Int. Conf. Electronics, Circuits andSystems (Lisbon, 7--10 September 1998) p 209
[12] Xie N and Leung H 2004 IEEE Trans. Circuits and Systems 51 1210
[13] Yadavalli VK, Dahule RK, Tambe S S and Kulkarni B D 1999 Chaos 9 789
[14] Matsumoto T, Nakajima Y, Saito M, Sugi J and Hamagishi H2001 IEEE Trans. Signal Process. 49 2138
[15] Vautard R and Ghil M 1989 Physica D 35 395
[16]Vautard R, Yiou P and Ghil M 1992 Physica D 58 95
[17] Yuan J and Xiao X C 1998 Acta Phys. Sin. 47 897 (inChinese)
[18] Sabry-Rizk M and Zgallai W 2000 Proc. SPIE 4116 322
[19] Zhang J S and Xiao X C 2000 Acta Phys. Sin. 49 403 (inChinese)
[20] Zhang J S and Xiao X C 2000 Acta Phys. Sin. 49 1221 (inChinese)
[21] Hyvarine A, Karhunen J and Oja E 2001 Independent component analysis (New York: JohnWiley and Sons) chap 5 p 78
[22] Molgedey L and Schuster H G 1993 Phys. Rev. Lett. 72 3634 |
|
Viewed |
|
|
|
Full text
|
|
|
|
|
Abstract
|
|
|
|
|
