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| Author: | Gordon, T. J. |
| Title: | Notes on forecasting a chaotic series using regression |
| Journal: | Technological Forecasting and Social Change
1991 : JUL, VOL. 39:4, p.337-348 |
| Index terms: | FORECASTING SEQUENTIAL ANALYSIS TIME SERIES MATHEMATICAL MODELS EQUATIONS REGRESSION ANALYSIS |
| Language: | eng |
| Abstract: | Nonlinear recursive equations can produce chaotic sequences at certain values of the parameter. Furthermore, in the chaotic regime, extremely small changes in the initial value or in the value of the parameter produce very large changes in the sequence. It is surprising therefore that a short segment of a chaotic sequence can be used to reconstruct large portions of the sequence and to forecast future values of the sequence over short ranges. This is demonstrated by fitting a two-parameter model to two different types of chaotic equations: one a polynomial and the other a trigonometric function. |
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