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Automatic Change Detection in Dynamical System with Chaos Based on Model, Fractal Dimension and Recurrence Plot

  • Mateusz Tykierko
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4739)

Abstract

Automatic change detection is the important subject in dynamical systems. There are known techniques for linear and some techniques for nonlinear systems, but merely few of them concern deterministic chaos. This paper presents automatic change detection technique for dynamical systems with chaos based on three different approaches neural network model, fractional dimension and recurrence plot. Control charts are used as a tool for automatic change detection. We consider the dynamical system described by the univariate time series. We assume that change parameters are unknown and the change could be either slight or drastic. Methods are checked by using small data set and stream data.

Keywords

Fractal Dimension Change Detection Control Chart Lorenz System Exponentially Weight Move Average 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2007

Authors and Affiliations

  • Mateusz Tykierko
    • 1
  1. 1.Institute of Computer Engineering,Control and Robotics, Wroclaw University of Technology, ul. Wybrzeze Wyspianskiego 27, 50-370 WroclawPoland

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