| Paper Abstract and Keywords |
| Presentation |
2007-01-18 13:55
Effect of Local Trajectory Instability in Chaotic Temporal Series Prediction
Hironori Sawayanagi, Jousuke Kuroiwa, Hisakazu Ogura, Tomohiro Odaka, Isamu Takahashi, Haruhiko Shirai (Fukui Univ.) |
| Abstract |
(in Japanese) |
(See Japanese page) |
| (in English) |
The purpose of the paper is to improvement prediction accuracy of local linear prediction method based on Jacobian matrix by considering the instability of the trajectory.In conventional method,the Jacobian matrix is evaluated from a certain spherical neighboring region around the reference data point at each time step.In the paper, in order to increase the number of data point effectively in the prediction, we change the spherical neighboring region to the ellipsoidal neighboring region by considering the trajectory instability.The trajectory instability is
estimated by calculating local Lyapunov spectra, that is, we extend the radius of spherical neighboring region depending on the sign of the element of the local Lyapunov spectra.In computer experiments, we generate simulation data based on R\"ossler and Lorenz attractor.The results show that our method is useful in improving prediction accuracy of local linear prediction method based on Jacobian matrix. |
| Keyword |
(in Japanese) |
(See Japanese page) |
| (in English) |
trajectory instability / deterministic non-linear prediction / local Lyapunov spectra / / / / / |
| Reference Info. |
IEICE Tech. Rep., vol. 106, no. 452, NLP2006-133, pp. 41-46, Jan. 2007. |
| Paper # |
NLP2006-133 |
| Date of Issue |
2007-01-11 (NLP) |
| ISSN |
Print edition: ISSN 0913-5685 |
| Download PDF |
|
| Conference Information |
| Committee |
NLP |
| Conference Date |
2007-01-17 - 2007-01-18 |
| Place (in Japanese) |
(See Japanese page) |
| Place (in English) |
|
| Topics (in Japanese) |
(See Japanese page) |
| Topics (in English) |
|
| Paper Information |
| Registration To |
NLP |
| Conference Code |
2007-01-NLP |
| Language |
Japanese |
| Title (in Japanese) |
(See Japanese page) |
| Sub Title (in Japanese) |
(See Japanese page) |
| Title (in English) |
Effect of Local Trajectory Instability in Chaotic Temporal Series Prediction |
| Sub Title (in English) |
|
| Keyword(1) |
trajectory instability |
| Keyword(2) |
deterministic non-linear prediction |
| Keyword(3) |
local Lyapunov spectra |
| Keyword(4) |
|
| Keyword(5) |
|
| Keyword(6) |
|
| Keyword(7) |
|
| Keyword(8) |
|
| 1st Author's Name |
Hironori Sawayanagi |
| 1st Author's Affiliation |
University of Fukui (Fukui Univ.) |
| 2nd Author's Name |
Jousuke Kuroiwa |
| 2nd Author's Affiliation |
University of Fukui (Fukui Univ.) |
| 3rd Author's Name |
Hisakazu Ogura |
| 3rd Author's Affiliation |
University of Fukui (Fukui Univ.) |
| 4th Author's Name |
Tomohiro Odaka |
| 4th Author's Affiliation |
University of Fukui (Fukui Univ.) |
| 5th Author's Name |
Isamu Takahashi |
| 5th Author's Affiliation |
University of Fukui (Fukui Univ.) |
| 6th Author's Name |
Haruhiko Shirai |
| 6th Author's Affiliation |
University of Fukui (Fukui Univ.) |
| 7th Author's Name |
|
| 7th Author's Affiliation |
() |
| 8th Author's Name |
|
| 8th Author's Affiliation |
() |
| 9th Author's Name |
|
| 9th Author's Affiliation |
() |
| 10th Author's Name |
|
| 10th Author's Affiliation |
() |
| 11th Author's Name |
|
| 11th Author's Affiliation |
() |
| 12th Author's Name |
|
| 12th Author's Affiliation |
() |
| 13th Author's Name |
|
| 13th Author's Affiliation |
() |
| 14th Author's Name |
|
| 14th Author's Affiliation |
() |
| 15th Author's Name |
|
| 15th Author's Affiliation |
() |
| 16th Author's Name |
|
| 16th Author's Affiliation |
() |
| 17th Author's Name |
|
| 17th Author's Affiliation |
() |
| 18th Author's Name |
|
| 18th Author's Affiliation |
() |
| 19th Author's Name |
|
| 19th Author's Affiliation |
() |
| 20th Author's Name |
|
| 20th Author's Affiliation |
() |
| 21st Author's Name |
|
| 21st Author's Affiliation |
() |
| 22nd Author's Name |
|
| 22nd Author's Affiliation |
() |
| 23rd Author's Name |
|
| 23rd Author's Affiliation |
() |
| 24th Author's Name |
|
| 24th Author's Affiliation |
() |
| 25th Author's Name |
|
| 25th Author's Affiliation |
() |
| 26th Author's Name |
/ / |
| 26th Author's Affiliation |
()
() |
| 27th Author's Name |
/ / |
| 27th Author's Affiliation |
()
() |
| 28th Author's Name |
/ / |
| 28th Author's Affiliation |
()
() |
| 29th Author's Name |
/ / |
| 29th Author's Affiliation |
()
() |
| 30th Author's Name |
/ / |
| 30th Author's Affiliation |
()
() |
| 31st Author's Name |
/ / |
| 31st Author's Affiliation |
()
() |
| 32nd Author's Name |
/ / |
| 32nd Author's Affiliation |
()
() |
| 33rd Author's Name |
/ / |
| 33rd Author's Affiliation |
()
() |
| 34th Author's Name |
/ / |
| 34th Author's Affiliation |
()
() |
| 35th Author's Name |
/ / |
| 35th Author's Affiliation |
()
() |
| 36th Author's Name |
/ / |
| 36th Author's Affiliation |
()
() |
| Speaker |
Author-1 |
| Date Time |
2007-01-18 13:55:00 |
| Presentation Time |
25 minutes |
| Registration for |
NLP |
| Paper # |
NLP2006-133 |
| Volume (vol) |
vol.106 |
| Number (no) |
no.452 |
| Page |
pp.41-46 |
| #Pages |
6 |
| Date of Issue |
2007-01-11 (NLP) |