PREDICTING TIME-SERIES USING A NEURAL NETWORK AS A METHOD OF DISTINGUISHING CHAOS FROM NOISE

被引：40

作者：

ELSNER, JB

机构：

[1] Dept. of Meteorol., Florida State Univ., Tallahassee, FL

来源：

JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL | 1992年 / 25卷 / 04期

关键词：

D O I：

10.1088/0305-4470/25/4/021

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

A neural-network approach is presented for making short-term predictions on time series. The neural network does better at short-term predictions of a chaotic signal than does an optimum autoregressive model. Also, the neural network is clearly capable of distinguishing between chaos and additive noise.

引用

页码：843 / 850

页数：8

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