Chaotic time series prediction using mean-field theory for support vector machine

Chinese Physics

Volumn 14, Issue 5, 2005, Pages 922-929

  Cui, Wan Zhao ^a   Zhu, Chang Chun ^a   Bao, Wen Xing ^a   Liu, Jun Hua ^a  

^a XI'AN JIAOTONG UNIVERSITY   (China)

Author keywords

Chaotic time series; Mean field theory; Support vector machine

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; DECISION SUPPORT SYSTEMS; MATHEMATICAL MODELS; PARAMETER ESTIMATION;

CHAOTIC TIME SERIES; MEAN-FIELD THEORY; SUPPORT VECTOR MACHINE; TIME SERIES PREDICTION;

CHAOS THEORY;

EID: 24144440373     PISSN: 10091963     EISSN: None     Source Type: Journal    
DOI: 10.1088/1009-1963/14/5/011     Document Type: Article

References (26)

1. Gershenfeld N et al 1999 Nature 397 392
2. Nie J 1997 Neurocomputing 16 63
3. Gan J C et al 2003 Acta Phys. Sin. 52 2995 (in Chinese)
4. Zhang J S et al 2000 Chin. Phys. Lett. 17 88
5. Frame J D et al 1987 Phys. Rev. Lett. 59 845
6. Weigend A S et al 1991 Back-propagation, weight-elimination and time-series prediction (San Mateo, CA: Morgan Kaufmann)
7. Tong H 1990 Non-linear Time-Series: A Dynamical System Approach (Oxford: Oxford University Press)
8. Tan W et al 2003 Acta Phys. Sin. 52 795 (in Chinese)
9. Gao L Y 1995 Physica D 85 225
10. Cui W Z et al 2004 Acta Phys. Sin. 53 3303 (in Chinese)
11. Ye M Y et al 2004 Chin. Phys. 13 454
12. Hornik K et al 1989 Neural Networks 2 359
13. Cui W Z et al 2004 Acta Phys. Sin. 53 1583 (in Chinese)
14. Cui W Z et al 2005 Thin Solid Films 473 224
15. Vapnik V N 1995 The Nature of Statistical Learning Theory (New York: Springer)
16. Cui W Z et al 2004 Journal of Xi'an Jiaotong University 38 562 (in Chinese)
17. Opper M et al 2000 Neural Comput. 12 2655
18. Gao J B et al 2003 Neurocomputing 60 391
19. Zhang J et al 2004 Comput. Electr. Eng. 30 1
20. Takens F 1981 Detecting Strange Attractors in Turbulence, Lecture Notes in Mathematics (Berlin: Springer) p366
21. Kathleen T et al 1996 Chaos, An Introduction to Dynamical Systems (New York: Springer)
22. Pontil M et al 2000 On the Noise Model of Support Vector Machine Regression, Lecture Notes in Computer Science (Berlin: Springer) p316
23. Evgeniou T et al 2000 Adv. Comput. Math. 13 1
24. Thouless D et al 1977 Philos. Mag. 36 593
25. Mackey M C et al 1977 Science 197 287
26. Grassberger P et al Phys. Rev. Lett. 50 346