This paper proposes a Genetic Programming-Based
Modeling (GPM) algorithm on chaotic time series. GP is
used here to search for appropriate model structures in
function space, and the Particle Swarm Optimization
(PSO) algorithm is used for Nonlinear Parameter
Estimation (NPE) of dynamic model structures. In
addition, GPM integrates the results of Nonlinear Time
Series Analysis (NTSA) to adjust the parameters and
takes them as the criteria of established models.
Experiments showed the effectiveness of such
improvements on chaotic time series modeling.
Department of Automation, Shanghai Jiaotong
University, Shanghai 200030, China
JZUS http://www.zju.edu.cn/jzus Document code: A CLC
number: TN914
chaotic Chebyshev-map
%0 Journal Article
%1 WeiZhang:2004:JZUS
%A Zhang, Wei
%A ming Wu, Zhi
%A ke Yang, Gen
%D 2004
%J Journal of Zhejiang University Science
%K (NPE), Chaotic Estimation Genetic Nonlinear Optimization, PSO, Parameter Particle Swarm algorithms, analysis, genetic identification modelling, programming programming, series system time
%N 11
%P 1432--1439
%R doi:10.1631/jzus.2004.1432
%T Genetic programming-based chaotic time series
modeling
%U http://www.zju.edu.cn/jzus/2004/0411/041118.pdf
%V 5
%X This paper proposes a Genetic Programming-Based
Modeling (GPM) algorithm on chaotic time series. GP is
used here to search for appropriate model structures in
function space, and the Particle Swarm Optimization
(PSO) algorithm is used for Nonlinear Parameter
Estimation (NPE) of dynamic model structures. In
addition, GPM integrates the results of Nonlinear Time
Series Analysis (NTSA) to adjust the parameters and
takes them as the criteria of established models.
Experiments showed the effectiveness of such
improvements on chaotic time series modeling.
@article{WeiZhang:2004:JZUS,
abstract = {This paper proposes a Genetic Programming-Based
Modeling (GPM) algorithm on chaotic time series. GP is
used here to search for appropriate model structures in
function space, and the Particle Swarm Optimization
(PSO) algorithm is used for Nonlinear Parameter
Estimation (NPE) of dynamic model structures. In
addition, GPM integrates the results of Nonlinear Time
Series Analysis (NTSA) to adjust the parameters and
takes them as the criteria of established models.
Experiments showed the effectiveness of such
improvements on chaotic time series modeling.},
added-at = {2008-06-19T17:46:40.000+0200},
author = {Zhang, Wei and ming Wu, Zhi and ke Yang, Gen},
biburl = {https://www.bibsonomy.org/bibtex/21470f48480a1ceeb482bd6e8ac39d6ff/brazovayeye},
doi = {doi:10.1631/jzus.2004.1432},
interhash = {275222161f04f6ecc342732e8603e447},
intrahash = {1470f48480a1ceeb482bd6e8ac39d6ff},
issn = {1009-3095},
journal = {Journal of Zhejiang University Science},
keywords = {(NPE), Chaotic Estimation Genetic Nonlinear Optimization, PSO, Parameter Particle Swarm algorithms, analysis, genetic identification modelling, programming programming, series system time},
notes = {Department of Automation, Shanghai Jiaotong
University, Shanghai 200030, China
JZUS http://www.zju.edu.cn/jzus Document code: A CLC
number: TN914
chaotic Chebyshev-map},
number = 11,
pages = {1432--1439},
size = {8 pages},
timestamp = {2008-06-19T17:55:47.000+0200},
title = {Genetic programming-based chaotic time series
modeling},
url = {http://www.zju.edu.cn/jzus/2004/0411/041118.pdf},
volume = 5,
year = 2004
}