Genetic programming-based chaotic time series modeling

Journal of Zhejiang University: Science

Volumn 5, Issue 11, 2004, Pages 1432-1439

  Zhang, Wei ^a   Wu, Zhi Ming ^a   Yang, Gen Ke ^a  

^a SHANGHAI JIAO TONG UNIVERSITY   (China)

Author keywords

Chaotic time series analysis; Genetic programming modeling; Nonlinear parameter estimation (NPE); Nonlinear system identification; Particle swarm optimization (PSO)

Indexed keywords

CHAOS THEORY; DYNAMIC PROGRAMMING; GENETIC ALGORITHMS; IDENTIFICATION (CONTROL SYSTEMS); NONLINEAR SYSTEMS; OPTIMIZATION; PARAMETER ESTIMATION;

CHAOTIC TIME SERIES ANALYSIS; GENETIC PROGRAMMING MODELING; NONLINEAR PARAMETER ESTIMATION; PARTICLE SWARM OPTIMIZATION;

TIME SERIES ANALYSIS;

ALGORITHM; ARTICLE; ARTIFICIAL INTELLIGENCE; BIOLOGICAL MODEL; EVALUATION; NONLINEAR SYSTEM; TIME;

ALGORITHMS; ARTIFICIAL INTELLIGENCE; MODELS, BIOLOGICAL; NONLINEAR DYNAMICS; TIME FACTORS;

EID: 10944230818     PISSN: 10093095     EISSN: None     Source Type: Journal    
DOI: 10.1631/jzus.2004.1432     Document Type: Article

References (13)

1. Hegger, R., Kantz, H., 2000. Practical Implementation of Nonlinear Time Series Methods, The TISEAN Software Package Online Documentation. http://www.mpiipks-dresden.mpg.de/tisean.
2. Jian, X.C., Zheng, J.L., 2002. A chaotic global modeling method based on orthogonal polynomials. Acta Electronica Sinica, 30(1):76-78.
3. Kantz, H., Schreiber, T., 1997. Nonlinear Time Series Analysis. Cambridge University Press.
4. Kennedy, J., Eberhart, R., 1995. Particle Swarm Optimization. Proc IEEE Int. Conf on Neural Networks, p.1942-1948.
5. Koza, J.R., 1990. Genetic Programming, A Paradigm for Genetically Breeding Populations of Computer Programs to Solve Problems. Stanford University Report, Report No. STAN-CS-90-1394, http://www.genetic-programming.com/jkpubs72to93.html#anchor484765.
6. Leung, H., Varadan, V., 2002. System Modelling and Design Using Genetic Programming. The 1st IEEE International Conference on Cognitive Informatics, Banff, Canada.
7. Lv, J.H., Lu, J.N., Chen, S.H., 2002. Nonlinear Time Series Analysis and Applications. Wuhan University Press, Wuhan (in Chinese).
8. Pan, Z.J., Kang, L.S., Chen, Y.T., 1998. Evolutionary Computation. Tsinghua University Press and Guangxi Scientific and Technology Press (in Chinese).
9. Rosenstein, J.R., Collins, J.J., Luca, C.J., 1993. A practical method for calculating largest Lyapunov exponents from small data sets. Physica D, 65:117-134.
10. Shi, Y.H., Eberhart, R., 1998. A Modified Particle Swarm Optimizer. Proc IEEE Int. Conf on Evolutionary Computation, p.69-73.
11. Varadan, V., Leung, H., 2001. Reconstruction of polynomial systems from noisy time series measurements using genetic programming. IEEE Trans. Industrial Electronics, 48(4):742-748.
12. Xie, X.F., Zhang, W.J., Yang Z.L., 2003. Overview of particle swarm optimization. Control and Decision. 18(2):129-134 (in Chinese).
13. Wei, R., Lu, J.G., Li, J., Wang, Z.Q., 2002. A new wavelet model for identification of discrete chaotic systems and qualitative analysis of model. Acta Electronica Sinica, 30(1):73-75.