A proposal of chaotic forecasting method based on wavelet transform

Yoshiyuki Matsumoto*, Junzo Watada

*この研究の対応する著者

    研究成果: Article査読

    抄録

    Recently, the chaotic method is employed to forecast a short-term future using uncertain data. This method makes it possible to restructure the attractor of given time-series data in the multi-dimensional space through Takens' embedding theory. However, some time-series data have less chaotic characteristic. In this paper, Time-series data are divided using Wavelet Transform. It will be shown that the divided orthogonal elements of time-series data are employed to forecast more precisely than original time-series data. The divided orthogonal time-series data are forecasted using Chaos method. Forecasted data are restored to the original data by inverse wavelet transform.

    本文言語English
    ページ(範囲)166-172
    ページ数7
    ジャーナルLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
    3215
    出版ステータスPublished - 2004

    ASJC Scopus subject areas

    • コンピュータ サイエンス(全般)
    • 生化学、遺伝学、分子生物学(全般)
    • 理論的コンピュータサイエンス

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