Open AccessPredication of multivariable chaotic time series based on maximal Lyapunov exponent
Author(s) -
Yong Zhang,
Wei Guan
Publication year - 2009
Publication title -
wuli xuebao
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.199
H-Index - 47
ISSN - 1000-3290
DOI - 10.7498/aps.58.756
Subject(s) - lyapunov exponent , multivariable calculus , chaotic , series (stratigraphy) , mathematics , computer science , control theory (sociology) , artificial intelligence , control (management) , paleontology , control engineering , engineering , biology
A method for prediction of multivariable chaotic time series through selecting many neighboring reconstructed vectors is proposed with reference to the method for prediction of single-variable chaotic time series based on maximal Lyapunov exponent. The new method is used to forecast the chaotic time series of two Rssler equations coupled system, Rssler equation and Hyper Rssler equations coupled system for onestep and multistep. Results show that the algorithm can forecast multivariable chaotic time series precisely and has strong anti-chirp ability. The relation between the result and the number of neighbor points is discussed.