TY - JOUR
T1 - Prediction of chaotic time series with wavelet coefficients
AU - Masuda, Naoki
AU - Aihara, Kazuyuki
PY - 2001
Y1 - 2001
N2 - Using the wavelet transform, we can express a time series as a summation of frequency components each of which is localized in the frequency domain. In the present paper, we show that each frequency component given as the wavelet coefficients of a deterministic time series preserves the topological structure of the original dynamical system. We subsequently propose new methods to predict a time series by applying the inverse wavelet transform to predictees of frequency components. Our methods can realize good long-term predictions of deterministic time series contaminated with either high-frequency deterministic noise or white noise.
AB - Using the wavelet transform, we can express a time series as a summation of frequency components each of which is localized in the frequency domain. In the present paper, we show that each frequency component given as the wavelet coefficients of a deterministic time series preserves the topological structure of the original dynamical system. We subsequently propose new methods to predict a time series by applying the inverse wavelet transform to predictees of frequency components. Our methods can realize good long-term predictions of deterministic time series contaminated with either high-frequency deterministic noise or white noise.
KW - Additive noise
KW - Chaos
KW - Dyadic wavelet transform
KW - Time series predictions
KW - Wavelet transform
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U2 - 10.1002/1520-6440(200106)84:6<50::AID-ECJC6>3.0.CO;2-T
DO - 10.1002/1520-6440(200106)84:6<50::AID-ECJC6>3.0.CO;2-T
M3 - Article
AN - SCOPUS:0035059593
VL - 84
SP - 50
EP - 59
JO - Electronics and Communications in Japan, Part III: Fundamental Electronic Science (English translation of Denshi Tsushin Gakkai Ronbunshi)
JF - Electronics and Communications in Japan, Part III: Fundamental Electronic Science (English translation of Denshi Tsushin Gakkai Ronbunshi)
SN - 1042-0967
IS - 6
ER -