Prediction of chaotic time series based on modified minimax probability machine regression

Long-term prediction of chaotic time series is very difficult,for the Chaos restricts predictability.in this paper a new method is studied to model and predict chaotic time series based on minimax probability machine regression （MPMR）. Since the positive global Lyapunov exponents lead the errors to increase exponentially in modelling the chaotic time series, a weighted term is introduced to compensate a cost function. Using mean square error （MSE） and absolute error （AE） as a criterion, simulation results show that the proposed method is more effective and accurate for multistep prediction. It can identify the system characteristics quite well and provide a new way to make long-term predictions of the chaotic time series.[第一段]     

混沌时间序列的支持向量机预测

根据混沌动力系统的相空间延迟坐标重构理论,基于支持向量机的强大的非线性映射能力, 建立了混沌时间序列的支持向量机预测模型,并在统计学习理论的基础上采用最小二乘方法来训练预测模型,利用该模型对嵌入维数与模型的均方根误差的关系进行了探讨.最后利用Mackey-Glass时间序列和变参数的Ikeda 时间序列对该模型进行了验证,结果表明,该预测模型能精确地预测混沌时间序列,而且在混沌时间序列的嵌入维数未知时也能取得比较好的预测效果.这一结论预示着支持向量机是一种研究混沌时间序列的有效方法. 关键词： 混沌时间序列 支持向量机 最小二乘法     

基于选择性支持向量机集成的混沌时间序列预测

提出了一种基于聚类的选择性支持向量机集成预测模型.为提高支持向量机集成的泛化能力，采用自组织映射和K均值聚类算法结合的聚类组合算法，从每簇中选择出精度最高的子支持向量机进行集成，可以保证子支持向量机有较高精度并提高了子支持向量机之间的差异度.该方法能以较小的代价显著提高支持向量机集成的泛化能力.采用该方法对Mackey-Glass混沌时间序列和Lorenz系统生成的混沌时间序列进行预测实验，结果表明可以对混沌时间序列进行准确预测，验证了该方法的有效性. 关键词： 支持向量机 集成 混沌时间序列 聚类     

Nonlinear analysis using Lyapunov exponents in breast thermograms to identify abnormal lesions

Breast diseases are one of the major issues in women’s health today. Early detection of breast cancer plays a significant role in reducing the mortality rate. Breast thermography is a potential early detection method which is non-invasive, non-radiating, passive, fast, painless, low cost, risk free with no contact with the body. By identifying and removing malignant tumors in early stages before they metastasize and spread to neighboring regions, cancer threats can be minimized. Cancer is often characterized as a chaotic, poorly regulated growth. Cancerous cells, tumors, and vasculature defy have irregular shapes which have potential to be described by a nonlinear dynamical system. Chaotic time series can provide the tools necessary to generate the procedures to evaluate the nonlinear system. Computing Lyapunov exponents is thus a powerful means of quantifying the degree of the chaos.In this paper, we present a novel approach using nonlinear chaotic dynamical system theory for estimating Lyapunov exponents in establishing possible difference between malignant and benign patterns. In order to develop the algorithm, the first hottest regions of breast thermal images are identified first, and then one dimensional scalar time series is obtained in terms of the distance between each subsequent boundary contour points and the center of the mass of the first hottest region. In the next step, the embedding dimension is estimated, and by time delay embedding method, the phase space is reconstructed. In the last step, the Lyapunov exponents are computed to analyze normality or abnormality of the lesions. Positive Lyapunov exponents indicates abnormality while negative Lyapunov exponents represent normality. The normalized errors show the algorithm is satisfactorily, and provide a measure of chaos. It is shown that nonlinear analysis of breast thermograms using Lyapunov exponents may potentially capable of improving reliability of thermography in breast tumor detection as well as the possibility of differentiating between different classes of breast lesions.     

基于平均场支持向量机的混沌时间序列预测

提出了一种新的基于支持向量机的混沌时间序列预测方法，该方法利用平均场理论使支持向量机的学习过程变得简单高效。同时由于该方法将支持向量机的参数近似为高斯分布的，因此采用平均场理论能够容易的求解这些参数，这样获得的支持向量机的参数比传统的基于二次规划的算法更加精确，而且学习速度更快。最后利用该方法对嵌入维数与模型的泛化能力关系进行了探讨，并利用Mackey-Glass时间序列对该方法进行了验证，结果表明：该预测方法能精确地预测混沌时间序列,而且在混沌时间序列的嵌入维数未知时也能取得比较好的预测效果.这一结论预示着平均场支持向量机是一种研究混沌时间序列的有效方法.     

混沌信号在子值域中的特性分析

针对Kent映射产生的子值域时间序列，利用模糊延迟重构方法，从相关维数、最大Lya-punov指数及可预测性等几个方面进行了分析．研究发现，子值域时间序列同样表现出混沌序列的性质，但与原来的动力系统相比存在着一定的差异．这一差异随着子值域大小的变化而变化 关键词：     

Model equations from a chaotic time series

We present a method for obtaining a set of dynamical equations for a system that exhibits a chaotic time series. The time series data is first embedded in an appropriate phase space by using the improved time delay technique of Broomhead and King (1986). Next, assuming that the flow in this space is governed by a set of coupled first order nonlinear ordinary differential equations, a least squares fitting method is employed to derive values for the various unknown coefficients. The ability of the resulting model equations to reproduce global properties like the geometry of the attractor and Lyapunov exponents is demonstrated by treating the numerical solution of a single variable of the Lorenz and Rossler systems in the chaotic regime as the test time series. The equations are found to provide good short term prediction (a few cycle times) but display large errors over large prediction time. The source of this shortcoming and some possible improvements are discussed.     

时空混沌序列的局域支持向量机预测

结合局域预测法计算速度快的优点和支持向量机的泛化性能好、全局最优、稀疏解等特性，用局域支持向量机预测研究了时空混沌序列的局域预测性能，并用局域支持向量机预测模型讨论了嵌入维数、邻近个数选择以及时空混沌的耦合方式和格子间的耦合强度变化对时空混沌局域预测性能的影响.研究结果表明：局域支持向量机不仅比全局支持向量机、局域零阶预测、局域线性预测等方法具有更好的预测性能，且具有对嵌入维数和邻近个数不敏感的优点；时空混沌的耦合方式和格子间的耦合强度对时空混沌序列的预测性能有明显影响.     

Determining Lyapunov exponents from a time series

We present the first algorithms that allow the estimation of non-negative Lyapunov exponents from an experimental time series. Lyapunov exponents, which provide a qualitative and quantitative characterization of dynamical behavior, are related to the exponentially fast divergence or convergence of nearby orbits in phase space. A system with one or more positive Lyapunov exponents is defined to be chaotic. Our method is rooted conceptually in a previously developed technique that could only be applied to analytically defined model systems: we monitor the long-term growth rate of small volume elements in an attractor. The method is tested on model systems with known Lyapunov spectra, and applied to data for the Belousov-Zhabotinskii reaction and Couette-Taylor flow.     

一类延迟混沌系统沿主轴方向上Lyapunov指数的计算方法

提出了一种计算延迟混沌系统沿主轴方向上Lyapunov指数的方法：矩阵迭代法.给出了其计算方法的原理及推导过程;同时推导了一类泰勒展开法,介绍了已有的Wolf替代法计算延迟混沌系统的Lyapunov指数.分析了三种不同计算方法的优缺点,最后进行了数值模拟,验证方法的有效性. 关键词： Lyapunov指数 延迟混沌系统 矩阵迭代法 泰勒展开法     

Synchronization and parameter identification of one class of realistic chaotic circuit

In this paper, the synchronization and the parameter identification of the chaotic Pikovsky--Rabinovich (PR) circuits are investigated. The linear error of the second corresponding variables is used to change the driven chaotic PR circuit, and the complete synchronization of the two identical chaotic PR circuits is realized with feedback intensity k increasing to a certain threshold. The Lyapunov exponents of the chaotic PR circuits are calculated by using different feedback intensities and our results are confirmed. The case where the two chaotic PR circuits are not identical is also investigated. A general positive Lyapunov function V, which consists of all the errors of the corresponding variables and parameters and changeable gain coefficient, is constructed by using the Lyapunov stability theory to study the parameter identification and complete synchronization of two non-identical chaotic circuits. The controllers and the parameter observers could be obtained analytically only by simplifying the criterion dV/dt<0 (differential coefficient of Lyapunov function V with respect to time is negative). It is confirmed that the two non-identical chaotic PR circuits could still reach complete synchronization and all the unknown parameters in the drive system are estimated exactly within a short transient period.     

Permutation entropy: a natural complexity measure for time series

We introduce complexity parameters for time series based on comparison of neighboring values. The definition directly applies to arbitrary real-world data. For some well-known chaotic dynamical systems it is shown that our complexity behaves similar to Lyapunov exponents, and is particularly useful in the presence of dynamical or observational noise. The advantages of our method are its simplicity, extremely fast calculation, robustness, and invariance with respect to nonlinear monotonous transformations.     

Inability of Lyapunov exponents to predict epileptic seizures

It has been claimed that Lyapunov exponents computed from electroencephalogram or electrocorticogram (ECoG) time series are useful for early prediction of epileptic seizures. We show, by utilizing a paradigmatic chaotic system, that there are two major obstacles that can fundamentally hinder the predictive power of Lyapunov exponents computed from time series: finite-time statistical fluctuations and noise. A case study with an ECoG signal recorded from a patient with epilepsy is presented.     

Controlled test for predictive power of Lyapunov exponents: their inability to predict epileptic seizures

Lyapunov exponents are a set of fundamental dynamical invariants characterizing a system's sensitive dependence on initial conditions. For more than a decade, it has been claimed that the exponents computed from electroencephalogram (EEG) or electrocorticogram (ECoG) signals can be used for prediction of epileptic seizures minutes or even tens of minutes in advance. The purpose of this paper is to examine the predictive power of Lyapunov exponents. Three approaches are employed. (1) We present qualitative arguments suggesting that the Lyapunov exponents generally are not useful for seizure prediction. (2) We construct a two-dimensional, nonstationary chaotic map with a parameter slowly varying in a range containing a crisis, and test whether this critical event can be predicted by monitoring the evolution of finite-time Lyapunov exponents. This can thus be regarded as a "control test" for the claimed predictive power of the exponents for seizure. We find that two major obstacles arise in this application: statistical fluctuations of the Lyapunov exponents due to finite time computation and noise from the time series. We show that increasing the amount of data in a moving window will not improve the exponents' detective power for characteristic system changes, and that the presence of small noise can ruin completely the predictive power of the exponents. (3) We report negative results obtained from ECoG signals recorded from patients with epilepsy. All these indicate firmly that, the use of Lyapunov exponents for seizure prediction is practically impossible as the brain dynamical system generating the ECoG signals is more complicated than low-dimensional chaotic systems, and is noisy.     

基于模糊模型支持向量机的混沌时间序列预测

基于支持向量机强大的非线性映射能力和模糊逻辑易于将先验的系统知识结合到模糊规则的 特性, 根据混沌动力系统的相空间重构理论, 提出了一种混沌时间序列的模糊模型的支持向 量机预测模型,并采用适用于大规模问题求解的最小二乘法来训练预测模型,利用该模型分别 对模型的整体预测性能与嵌入维数及延迟时间的关系进行了探讨.最后利用Mackey-Glass时 间序列和典型的Lorenz系统生成的时间序列对该模型进行了验证,结果表明该预测模型不仅 能够自动的从学习数据中获取知识产生模糊规则，提取能够代表混沌时间序列内在规律的支 持向量，大大减少支持向量的数目，精确地预测未来的混沌时间序列,而且在混沌时间序列 的嵌入维数未知和延迟时间不能合理选择的情况下,也能取得比较好的预测效果.这一结论预 示着基于模糊模型的支持向量机是一种研究混沌时间序列的有效方法. 关键词： 模糊模型 混沌时间序列 支持向量机 最小二乘法     

Numerical simulation of unsteady 3D magneto-Sisko fluid flow with nonlinear thermal radiation and homogeneous–heterogeneous chemical reactions

In this paper, we study the qualitative behaviour of satellite systems using bifurcation diagrams, Poincaré section, Lyapunov exponents, dissipation, equilibrium points, Kaplan–Yorke dimension etc. Bifurcation diagrams with respect to the known parameters of satellite systems are analysed. Poincaré sections with different sowing axes of the satellite are drawn. Eigenvalues of Jacobian matrices for the satellite system at different equilibrium points are calculated to justify the unstable regions. Lyapunov exponents are estimated. From these studies, chaos in satellite system has been established. Solution of equations of motion of the satellite system are drawn in the form of three-dimensional, two-dimensional and time series phase portraits. Phase portraits and time series display the chaotic nature of the considered system.     

The largest Lyapunov exponent of chaotic dynamical system in scale space and its application

The largest Lyapunov exponent is an important invariant of detecting and characterizing chaos produced from a dynamical system. We have found analytically that the largest Lyapunov exponent of the small-scale wavelet transform modulus of a dynamical system is the same as the system's largest Lyapunov exponent, both discrete map and continuous chaotic attractor with one or two positive Lyapunov exponents. This property has been used to estimate the largest Lyapunov exponent of chaotic time series with several kinds of strong additive noise.     

Chaotic time series prediction using fuzzy sigmoid kernel-based support vector machines

Support vector machines (SVM) have been widely used in chaotic time series predictions in recent years. In order to enhance the prediction efficiency of this method and implement it in hardware, the sigmoid kernel in SVM is drawn in a more natural way by using the fuzzy logic method proposed in this paper. This method provides easy hardware implementation and straightforward interpretability. Experiments on two typical chaotic time series predictions have been carried out and the obtained results show that the average CPU time can be reduced significantly at the cost of a small decrease in prediction accuracy, which is favourable for the hardware implementation for chaotic time series prediction.     

Chaotic time series prediction using least squares support vector machines

We propose a new technique of using the least squares support vector machines (LS-SVMs) for making one-step and multi-step prediction of chaotic time series. The LS-SVM achieves higher generalization performance than traditional neural networks and provides an accurate chaotic time series prediction. Unlike neural networks‘ training that requires nonlinear optimization with the danger of getting stuck into local minima, training LS-SVM is equivalent to solving a set of linear equations. Thus it has fast convergence. The simulation results show that LS-SVM has much better potential in the field of chaotic time series prediction.     

A novel four-wing non-equilibrium chaotic system and its circuit implementation

In this paper, we construct a novel, 4D smooth autonomous system. Compared to the existing chaotic systems, the most attractive point is that this system does not display any equilibria, but can still exhibit four-wing chaotic attractors. The proposed system is investigated through numerical simulations and analyses including time phase portraits, Lyapunov exponents, bifurcation diagram, and Poincaré maps. There is little difference between this chaotic system without equilibria and other chaotic systems with equilibria shown by phase portraits and Lyapunov exponents. But the bifurcation diagram shows that the chaotic systems without equilibria do not have characteristics such as pitchfork bifurcation, Hopf bifurcation etc. which are common to the normal chaotic systems. The Poincaré maps show that this system is a four-wing chaotic system with more complicated dynamics. Moreover, the physical existence of the four-wing chaotic attractor without equilibria is verified by an electronic circuit.