Abstract

The prediction of a single observable time series has been achieved with reasonable accuracy and duration for the nonlinear systems developed by Rossler and Lorenz. Based on Takens' Delay-vector Space, an artificial system has been generated using a polynomial least squares technique that includes all possible fifth order combinations of the vectors in the delay space. Furthermore, an optimum shift value has been shown to exist, such that any deviation decreases the accuracy and stability of the prediction. Additionally, an augmented form of the autocorrelation function, similar to the delay vector expansion, has been investigated. The first inflection of this correlation, typically in the dimension of the system, tends to coincide with the optimum shift value required for the best prediction. This method has also been utilized in conjunction with the Grassberger-Procaccia Distance correlation function to accurately determine the fractal dimension of the systems being investigated.

Library of Congress Subject Headings

System identification; Nonlinear theories; System analysis

Publication Date

1994

Document Type

Thesis

Department, Program, or Center

Mechanical Engineering (KGCOE)

Advisor

Torok, Joseph

Advisor/Committee Member

Venkataraman, P.

Advisor/Committee Member

Kotlarchyk, Michael

Comments

Note: imported from RIT’s Digital Media Library running on DSpace to RIT Scholar Works. Physical copy available through RIT's The Wallace Library at: QA402.Z52 1994

Campus

RIT – Main Campus

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