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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2015, Volume 55, Number 2, Pages 345–352
DOI: https://doi.org/10.7868/S0044466915020118 (Mi zvmmf10163) 		 
This article is cited in 1 scientific paper (total 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
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DOI: https://doi.org/10.7868/S0044466915020118
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.
Received: 21.11.2013
Revised: 06.08.2014
English version:
Computational Mathematics and Mathematical Physics, 2015, Volume 55, Issue 2, Pages 340–347
DOI: https://doi.org/10.1134/S0965542515020116
Bibliographic databases:
Document Type: Article
UDC: 519.7
Language: Russian
Citation: 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”, Zh. Vychisl. Mat. Mat. Fiz., 55:2 (2015), 345–352; Comput. Math. Math. Phys., 55:2 (2015), 340–347
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    Full-text PDF :77
    References:55
    First page:34
     
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