Chaotic time series prediction and Mackey-Glass simulation with fuzzy logic

International Journal of Physical Sciences

Yasmin Zahra Jafri¹ 

关键词: Fuzzy logic;    artificial neural networks;    antecedents;    the adaptive neural fuzzy inference system;    autoregressive integrated moving average.;   

DOI  :  10.5897/IJPS12.054

学科分类：物理（综合）

来源: Academic Journals

【 摘 要 】

The present study was performed with fuzzy logic (FL) time series prediction modeling on a twenty years hourly averaged wind data, that is, 1985 to 2004 for Quetta, Pakistan. A free fuzzy logic design was followed and hourly wind data for spring prediction were obtained (February, March and April). It was found that the prediction is reliable and precise. Non-stationarity or random walk in wind data exists but it does not influence prediction. Mackey-Glass (MG) simulation of wind data indicated chaos or non periodicity in time series. Moreover, stable attractors were observed in MG-time series, in which the origin is yet unknown. The attractors seen in MG simulation do not influence FL time series prediction.

【 授权许可】

CC BY