On Expectation Correlate System and Chaotic Dynamics in Time-Series | Zendy

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On Expectation Correlate System and Chaotic Dynamics in Time-Series

Author(s) -

Ali Siker

Publication year - 2004

Publication title -

maǧallaẗ al-rāfidayn li-ʿulūm al-ḥāsibāt wa-al-riyāḍiyyāẗ/al-rafidain journal for computer sciences and mathematics

Language(s) - English

Resource type - Journals

eISSN - 2311-7990

pISSN - 1815-4816

DOI - 10.33899/csmj.2004.164117

Subject(s) - chaotic , measure (data warehouse) , series (stratigraphy) , nonlinear system , variance (accounting) , property (philosophy) , sensitivity (control systems) , computer science , matlab , signal (programming language) , value (mathematics) , chaotic systems , dynamical system (definition) , mathematics , statistical physics , conditional expectation , dynamical systems theory , econometrics , statistics , artificial intelligence , physics , data mining , engineering , economics , philosophy , electronic engineering , biology , operating system , paleontology , accounting , epistemology , quantum mechanics , programming language

This paper suggests a new system of time-series called Expectation Correlate System (ECS) that are good at detecting the behavior of dynamical systems (both deterministic and stochastic systems) and the dependence on initial values. A new measure on sensitivity to initial values can be monitored by the newly defined Lyaponov Correlate, so ECS can be a signal to chaotic property. In a stochastic systems, small shifts in some initial value can lead to error in prediction, this property and a

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