Presentation 2002/12/13
Prediction by the stochastic differential equation equivalent to chaos.
Shinya WAKASA, Hiroshi TAKAHASHI, Ikuo MATSUBA,
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Abstract(in English) In the chaos model, the delay time and the embedding dimensionality that were found by neighborhood vector reconstitute embedding vector. When we try to predict a phenomenon by chaos model, the case exists that the results are different from deterministic expectancy. So this research tries to accurate prediction using new method to transform chaos model into equivalent probabilistic system. This probabilistic system is composed defined term and noise term. We challenge to reduce the prediction error due to delete this noise term.
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Keyword(in English) Chaos / Prediction / Stochastic differential equation
Paper # NLP2002-90
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Conference Information
Committee NLP
Conference Date 2002/12/13(1days)
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Paper Information
Registration To Nonlinear Problems (NLP)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Prediction by the stochastic differential equation equivalent to chaos.
Sub Title (in English)
Keyword(1) Chaos
Keyword(2) Prediction
Keyword(3) Stochastic differential equation
1st Author's Name Shinya WAKASA
1st Author's Affiliation Graduate School of Science and Technology, Intelligence Information Seience Chiba University()
2nd Author's Name Hiroshi TAKAHASHI
2nd Author's Affiliation Graduate School of Science and Technology, Intelligence Information Seience Chiba University
3rd Author's Name Ikuo MATSUBA
3rd Author's Affiliation Department of Information and Image Science, Chiba University
Date 2002/12/13
Paper # NLP2002-90
Volume (vol) vol.102
Number (no) 536
Page pp.pp.-
#Pages 6
Date of Issue