| Presentation | 2003/1/27 Time Series Prediction Based on the Autoregressive and Chaotic Composition Model Yoshinori YASUI, Mayuka F. KAWAGUCHI, Akira TANAKA, Masaaki MIYAKOSHI, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Typically, there are linear prediction methods based on the statistical model for periodic time series, and deterministic nonlinear prediction methods based on the state-space model for chaotic time series. In this paper, a new prediction method which combined them is proposed. Specifically, it is proved that the error time series generated with the application of the autoregressive model to the observed time series includes the topological structure of the state-space. The state-space model is applied to it, and then the required prediction value is calculated, using the prediction value of each model. The validity of the proposed method is shown as a result of the evaluation experiment for periodic and chaotic time series. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | statistical model / state-space model / embedding theorem / time series prediction / chaos |
| Paper # | NLP2002-102 |
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| Conference Information | |
| Committee | NLP |
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| Conference Date | 2003/1/27(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Nonlinear Problems (NLP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Time Series Prediction Based on the Autoregressive and Chaotic Composition Model |
| Sub Title (in English) | |
| Keyword(1) | statistical model |
| Keyword(2) | state-space model |
| Keyword(3) | embedding theorem |
| Keyword(4) | time series prediction |
| Keyword(5) | chaos |
| 1st Author's Name | Yoshinori YASUI |
| 1st Author's Affiliation | Graduate School of Engineering, Hokkaido University() |
| 2nd Author's Name | Mayuka F. KAWAGUCHI |
| 2nd Author's Affiliation | Graduate School of Engineering, Hokkaido University |
| 3rd Author's Name | Akira TANAKA |
| 3rd Author's Affiliation | Graduate School of Engineering, Hokkaido University |
| 4th Author's Name | Masaaki MIYAKOSHI |
| 4th Author's Affiliation | Graduate School of Engineering, Hokkaido University |
| Date | 2003/1/27 |
| Paper # | NLP2002-102 |
| Volume (vol) | vol.102 |
| Number (no) | 625 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |