A study for complexity of chaotic time series and prediction accuracy
作者
Tadashi Iokibe,Masaya Koyama,Minako Taniguchi
标识
DOI:10.1109/fuzzy.1999.793089
摘要
This article gives relation between complexity of a time series data and an accuracy of prediction. We used logistic map. The time series data exhibit chaotic behavior. First, we estimate Lyapunov exponent and trajectory parallel measure (TPM). Next, we make short term prediction. Finally we compare them.