Prediction of chaotic dynamical processes based on detection of regular component
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 55 (2015) no. 2, pp. 345-352
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The problems of detecting components and predicting dynamical processes are considered. Schemes for predicting chaotic time series that are based on detecting their regular, anomalous, and chaotic components followed by applying one of the described prediction methods to the regular component are presented. Regular components are detected using robust linear splines and singular spectrum analysis. Provided examples show that the presented schemes allow predicting dynamical processes with acceptable accuracy.
@article{ZVMMF_2015_55_2_a17,
author = {V. V. Ivanov and S. G. Klimanov and A. V. Kryanev and G. V. Lukin and D. K. Udumyan},
title = {Prediction of chaotic dynamical processes based on detection of regular component},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {345--352},
publisher = {mathdoc},
volume = {55},
number = {2},
year = {2015},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2015_55_2_a17/}
}
TY - JOUR AU - V. V. Ivanov AU - S. G. Klimanov AU - A. V. Kryanev AU - G. V. Lukin AU - D. K. Udumyan TI - Prediction of chaotic dynamical processes based on detection of regular component JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2015 SP - 345 EP - 352 VL - 55 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2015_55_2_a17/ LA - ru ID - ZVMMF_2015_55_2_a17 ER -
%0 Journal Article %A V. V. Ivanov %A S. G. Klimanov %A A. V. Kryanev %A G. V. Lukin %A D. K. Udumyan %T Prediction of chaotic dynamical processes based on detection of regular component %J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki %D 2015 %P 345-352 %V 55 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZVMMF_2015_55_2_a17/ %G ru %F ZVMMF_2015_55_2_a17
V. V. Ivanov; S. G. Klimanov; A. V. Kryanev; G. V. Lukin; D. K. Udumyan. Prediction of chaotic dynamical processes based on detection of regular component. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 55 (2015) no. 2, pp. 345-352. http://geodesic.mathdoc.fr/item/ZVMMF_2015_55_2_a17/