Time series prediction using Lyapunov exponents in embedding phase space-Reference-Cited by-同舟云学术

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Time series prediction using Lyapunov exponents in embedding phase space

Published:2004-01 Issue:1 Volume:30 Page:1-15
ISSN:0045-7906
Container-title:Computers & Electrical Engineering
language:en
Short-container-title:Computers & Electrical Engineering

Author:

Zhang Jun,Lam K.C.,Yan W.J.,Gao Hang,Li Yuan

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,General Computer Science,Control and Systems Engineering

Reference15 articles.

1. Time series prediction: Forecasting the future and understanding the past;Weigend,1994

2. Predicting chaotic time series;Farmer;Phys. Rev. Lett.,1987

3. Nonlinear prediction of chaotic time series;Casdagli;Physica D,1989

4. Detecting strange attractors in turbulence;Taken,1980

5. Determining Lyapunov exponents from a time series;Wolf;Physics,1985

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