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The prediction of behaviours of chaotic dynamical systems in 3D state space

  • M. Pankiewicz
  • R. Mosdorf

Abstract

In the paper a new three-dimensional visualization technique of results of methods of prediction of chaotic time series has been analyzed. The influence of graphical presentation of attractors on the quality of forecasting results has been tested. The following methods of prediction of behaviours of chaotic dynamical systems have been considered: method of analogs, centre-of-mass-prediction method and local linear prediction method. The forecasting quality has been evaluated with using the error function and the correlation coefficient. It has been shown that 3D visualization of attractor is a necessary condition for obtaining the proper result of forecasting with using the deterministic chaos methods.

Keywords

deterministic chaos forecasting method of analogs center-of-mass-prediction local linear prediction method 

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Copyright information

© Springer Science+Business Media, Inc. 2005

Authors and Affiliations

  • M. Pankiewicz
    • 1
  • R. Mosdorf
    • 1
  1. 1.Faculty of EngineeringThe University of Finance and Management in BiałystokElkPoland

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