Predicting chaotic time series using recurrent neural network

被引：114
|
作者：
Zhang, JS [1 ]
Xiao, XC [1 ]
机构：
[1] Univ Elect Sci & Technol China, Dept Elect Engn, Chengdu 610054, Peoples R China
来源：
CHINESE PHYSICS LETTERS | 2000年 / 17卷 / 02期
关键词：
Time series - Forecasting;
D O I：
10.1088/0256-307X/17/2/004
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
A new proposed method, i.e. the recurrent neural network (RNN), is introduced to predict chaotic time series, The effectiveness of using RNN for making one-step and multi-step predictions is tested based an remarkable few datum points by computer-generated chaotic time series. Numerical results show that the RNN proposed here is a very powerful tool for making prediction of chaotic time series.
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页码：88 / 90
页数：3
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