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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2015 Volume 55, Number 2, Pages 345–352 (Mi zvmmf10163)

This article is cited in 1 paper

Prediction of chaotic dynamical processes based on detection of regular component

V. V. Ivanova, S. G. Klimanovb, A. V. Kryanevab, G. V. Lukinb, D. K. Udumyanb

a Laboratory of Information Technologies, Joint Institute for Nuclear Research, ul. Zholio-Kyuri 6, Dubna, Moscow oblast, 141980, Russia
b National Research Nuclear University “MEPhI”, Kashirskoe sh. 31, Moscow, 115409, Russia

Abstract: 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.

Key words: robust detection of regular components, linear robust splines, singular spectrum analysis, prediction of dynamical processes, accuracy of predicted values.

UDC: 519.7

Received: 21.11.2013
Revised: 06.08.2014

DOI: 10.7868/S0044466915020118


 English version:
Computational Mathematics and Mathematical Physics, 2015, 55:2, 340–347

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