PHASE SPACE RECONSTRUCTION OF CHAOTIC TIME SERIES USING AN INTELLIGENT METHOD

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PARI ZANGENEH MARYAM; ATAEI MOHAMMAD; MOALLEM PEIMAN

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Journal: JOURNAL OF ELECTRICAL ENGINEERING DEPARTMENT, TRANSACTION ON ELECTRICAL TECHNOLOGY (ELECTRONICS AND POWER) Year:2009 | Volume:1 | Issue:2 Page(s): 3-10

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Title

PHASE SPACE RECONSTRUCTION OF CHAOTIC TIME SERIES USING AN INTELLIGENT METHOD

Author(s)

PARI ZANGENEH MARYAM | ATAEI MOHAMMAD | MOALLEM PEIMAN | Issue Writer Certificate

Keywords

EMBEDDING DIMENSIONQ3

FALSE NEAREST NEIGHBORSQ3

CHAOTIC TIME SERIESQ3

FOCUSED TIME DELAY NEURAL NETWORKQ3

Abstract

In the face of a chaotic system whose mathematical model is not available, because of unknown effective factors and unavailable dynamical equations, using time series approach can be useful. Therefore, phase space reconstruction of a chaotic system by using a scalar time series from its output observations is considered for obtaining information on this system from its one-dimensional signal. Two parameters Delay time and EMBEDDING DIMENSION are needed for phase space reconstruction based on embedding theorem. In this paper a method for estimation of an appropriate EMBEDDING DIMENSION of underlying chaotic system from the observed time series by using Time Delay Neural Network (TDNN) is presented. This new way is different from the conventional FALSE NEAREST NEIGHBORS (FNN) method. The EMBEDDING DIMENSION estimations have been compared with FNN method and their comparison shows the effectiveness of the proposed methodology.

Cites

INVESTIGATION AND PREDICTION OF CASPIAN SEA SIGNIFICANT WAVE HEIGHT USING CHAOS THEORY

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APA: Copy

PARI ZANGENEH, MARYAM, ATAEI, MOHAMMAD, & MOALLEM, PEIMAN. (2009). PHASE SPACE RECONSTRUCTION OF CHAOTIC TIME SERIES USING AN INTELLIGENT METHOD. JOURNAL OF ELECTRICAL ENGINEERING DEPARTMENT, TRANSACTION ON ELECTRICAL TECHNOLOGY (ELECTRONICS AND POWER), 1(2), 3-10. SID. https://sid.ir/paper/186493/en

Vancouver: Copy

PARI ZANGENEH MARYAM, ATAEI MOHAMMAD, MOALLEM PEIMAN. PHASE SPACE RECONSTRUCTION OF CHAOTIC TIME SERIES USING AN INTELLIGENT METHOD. JOURNAL OF ELECTRICAL ENGINEERING DEPARTMENT, TRANSACTION ON ELECTRICAL TECHNOLOGY (ELECTRONICS AND POWER)[Internet]. 2009;1(2):3-10. Available from: https://sid.ir/paper/186493/en

IEEE: Copy

MARYAM PARI ZANGENEH, MOHAMMAD ATAEI, and PEIMAN MOALLEM, “PHASE SPACE RECONSTRUCTION OF CHAOTIC TIME SERIES USING AN INTELLIGENT METHOD,” JOURNAL OF ELECTRICAL ENGINEERING DEPARTMENT, TRANSACTION ON ELECTRICAL TECHNOLOGY (ELECTRONICS AND POWER), vol. 1, no. 2, pp. 3–10, 2009, [Online]. Available: https://sid.ir/paper/186493/en

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