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On Expectation Correlate System and Chaotic Dynamics in Time-Series | ||
| AL-Rafidain Journal of Computer Sciences and Mathematics | ||
| Article 11, Volume 1, Issue 2, 2004, Pages 173-186 PDF (422.25 K) | ||
| Document Type: Research Paper | ||
| DOI: 10.33899/csmj.2004.164117 | ||
| Author | ||
| Ali Makho Siker | ||
| Department of Mathematics College of Computer Sciences & Mathematics University of Mosul, Iraq | ||
| Abstract | ||
| This paper suggests a new system of time-series called Expectation Correlate System (ECS) that are good at detecting the behavior of dynamical systems (both deterministic and stochastic systems) and the dependence on initial values. A new measure on sensitivity to initial values can be monitored by the newly defined Lyaponov Correlate, so ECS can be a signal to chaotic property. In a stochastic systems, small shifts in some initial value can lead to error in prediction, this property and a new measure to nonlinear systems are study by using the conditional variance of ECS. All results are computed by using Matlab. | ||
| Keywords | ||
| time-series; dynamical system; Lyaponov Correlate; Chaotic; stochastic systems; Prediction; Matlab | ||
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