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Nonlinear dynamics extraction for time-delay systems using modular neural networks synchronization and prediction

Author

Listed:
  • Ortín, S.
  • Gutiérrez, J.M.
  • Pesquera, L.
  • Vasquez, H.

Abstract

It is shown that the nonlinear dynamics of chaotic time-delay systems can be reconstructed using a new type of neural network with two modules: one for nonfeedback part with input data delayed by the embedding time, and a second one for the feedback part with input data delayed by the feedback time. The method is applied to both simulated and experimental data from an electronic analog circuit of the Mackey–Glass system. Better results are obtained for the modular than for feedforward neural networks for the same number of parameters. It is found that the complexity of the neural network model required to reconstruct nonlinear dynamics does not increase with the delay time. Synchronization between the data and the model with diffusive coupling is also achieved. We have also shown by iterating the model from the present point that the dynamics can be predicted with a forecast horizon larger than the feedback delay time.

Suggested Citation

  • Ortín, S. & Gutiérrez, J.M. & Pesquera, L. & Vasquez, H., 2005. "Nonlinear dynamics extraction for time-delay systems using modular neural networks synchronization and prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 351(1), pages 133-141.
  • Handle: RePEc:eee:phsmap:v:351:y:2005:i:1:p:133-141
    DOI: 10.1016/j.physa.2004.12.015
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    1. Philippe De Lombaerde & Claudia Liliana Lizarazo Rodríguez & Gaston Vandewalle, 1995. "Crecimiento, industrialización e inflación moderada en Tailandia," Ensayos de Economía 9516, Universidad Nacional de Colombia Sede Medellín.
    2. Kelder, S.H. & Murray, N.G. & Orpinas, P. & Prokhorov, A. & McReynolds, L. & Zhang, Q. & Roberts, R., 2001. "Depression and substance use in minority middle-school students," American Journal of Public Health, American Public Health Association, vol. 91(5), pages 761-766.
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