Chaotic Time Series Prediction Based on Recursive Networks
DI Chao-shengb · Journal of Jilin University · 2008
In order to sufficiently model time series,we began with the conception of chaos,used the fitting ability of neural network,and proposed the method based on recurrent neural network,we introduced the basic theory,math model and predict step of the method.We simulated the method using chaotic time series produced by Duffing equation.Recurrent network is a network with feedback,it can keep information in the net.Though it has more complicated structure and algorithm,it shows more powerful fitting and predicting ability.The results shows that the predicted error is on the magnitude order of 10-15.