Abstract

Predictability of chaotic systems is limited, in addition to the precision of the knowledge of the initial conditions, by the error of the models used to extract the nonlinear dynamics from the time series. In this paper, we analyze the predictions obtained from the anticipated synchronization scheme using a chain of slave neural network approximate replicas of the master system. We compare the maximum prediction horizons obtained with those attainable using standard prediction techniques.

Highlights

  • Modeling and predicting the dynamics of nonlinear chaotic systems is a challenging problem with important realworld applicationsstock market returns1͔, weather forecast2͔, etc.͒

  • We have considered two alternative practical techniques to anticipate the dynamics of chaotic systems

  • A neural network trained to the available data which can be iterated forward in time reproducing the same orbit of the chaotic system up to a given horizon

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Summary

INTRODUCTION

Modeling and predicting the dynamics of nonlinear chaotic systems is a challenging problem with important realworld applicationsstock market returns1͔, weather forecast2͔, etc.͒. In practice, the original system is unknown and approximate models fitted to the available data are used to model and forecast its nonlinear dynamicse.g., neural networks3͔͒. We analyze this problem using neural networks, one of the most popular nonparametric statistical learning techniques, for approximating the nonlinear dynamics from the available datatime series ͓7͔.

FORECASTING CHAOTIC SYSTEMS WITH ANTICIPATED SYNCHRONIZATION
First-order approximation
Coupling of systems in a chain
MODELING CHAOTIC SYSTEMS WITH NEURAL
Anticipated synchronization with neural network replicas
Standard prediction with neural networks
Findings
CONCLUSIONS

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