Search results for: Chaotic time series

Authors: S. M. Lee, J. H. Park, H. Y. Jung

Abstract:

This paper presents a method for functional projective H∞ synchronization problem of chaotic systems with external disturbance. Based on Lyapunov theory and linear matrix inequality (LMI) formulation, the novel feedback controller is established to not only guarantee stable synchronization of both drive and response systems but also reduce the effect of external disturbance to an H∞ norm constraint.

Keywords: Chaotic systems, functional projective H∞ synchronization, LMI.

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Authors: Jiadong Liang

Abstract:

This paper presented a video watermarking algorithm based on wavelet chaotic neural network. First, to enhance binary image’s security, the algorithm encrypted it with double chaotic based on Arnold and Logistic map, Then, the host video was divided into some equal frames and distilled the key frame through chaotic sequence which generated by Logistic. Meanwhile, we distilled the low frequency coefficients of luminance component and self-adaptively embedded the processed image watermark into the low frequency coefficients of the wavelet transformed luminance component with the wavelet neural network. The experimental result suggested that the presented algorithm has better invisibility and robustness against noise, Gaussian filter, rotation, frame loss and other attacks.

Keywords: Video watermark, double chaotic encryption, wavelet neural network.

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Authors: M. A. M. El-Bendary, H. Kazimian, A. E. Abo-El-azm, N. A. El-Fishawy, F. El-Samie, F. Shawki

Abstract:

This paper studies a vital issue in wireless communications, which is the transmission of images over Wireless Personal Area Networks (WPANs) through the Bluetooth network. It presents a simple method to improve the efficiency of error control code of old Bluetooth versions over mobile WPANs through Interleaved Error Control Code (IECC) technique. The encoded packets are interleaved by simple block interleaver. Also, the paper presents a chaotic interleaving scheme as a tool against bursts of errors which depends on the chaotic Baker map. Also, the paper proposes using the chaotic interleaver instead of traditional block interleaver with Forward Error Control (FEC) scheme. A comparison study between the proposed and standard techniques for image transmission over a correlated fading channel is presented. Simulation results reveal the superiority of the proposed chaotic interleaving scheme to other schemes. Also, the superiority of FEC with proposed chaotic interleaver to the conventional interleavers with enhancing the security level with chaotic interleaving packetby- packet basis.

Keywords: Mobile Bluetooth terminals, WPANs, Jackes' model, Interleaving technique, chaotic interleaver

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Authors: C. Slim

Abstract:

Traditional techniques for analyzing time series are based on the notion of stationarity of phenomena under study, but in reality most economic and financial series do not verify this hypothesis, which implies the implementation of specific tools for the detection of such behavior. In this paper, we study nonstationary non-seasonal time series tests in a non-exhaustive manner. We formalize the problem of nonstationary processes with numerical simulations and take stock of their statistical characteristics. The theoretical aspects of some of the most common unit root tests will be discussed. We detail the specification of the tests, showing the advantages and disadvantages of each. The empirical study focuses on the application of these tests to the exchange rate (USD/TND) and the Consumer Price Index (CPI) in Tunisia, in order to compare the Power of these tests with the characteristics of the series.

Keywords: Stationarity, unit root tests, economic time series.

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Authors: Melike Şah, Konstantin Y.Degtiarev

Abstract:

This paper proposes a novel improvement of forecasting approach based on using time-invariant fuzzy time series. In contrast to traditional forecasting methods, fuzzy time series can be also applied to problems, in which historical data are linguistic values. It is shown that proposed time-invariant method improves the performance of forecasting process. Further, the effect of using different number of fuzzy sets is tested as well. As with the most of cited papers, historical enrollment of the University of Alabama is used in this study to illustrate the forecasting process. Subsequently, the performance of the proposed method is compared with existing fuzzy time series time-invariant models based on forecasting accuracy. It reveals a certain performance superiority of the proposed method over methods described in the literature.

Keywords: Forecasting, fuzzy time series, linguistic values, student enrollment, time-invariant model.

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Authors: C. Cruz-Hernández, E. Inzunza-González, R.M. López-Gutiérrez H. Serrano-Guerrero, E.E.García-Guerrero

Abstract:

In this paper, encrypted audio communications based on synchronization of coupled unified chaotic systems in master-slave configuration is numerically studied. We transmit the encrypted audio messages by using two unsecure channels. Encoding, transmission, and decoding audio messages in chaotic communication is presented.

Keywords: Audio encrypted, chaos, synchronization.

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Authors: V. I. Thajudin Ahamed, P. Dhanasekaran, Paul Joseph K.

Abstract:

Analysis of heart rate variability (HRV) has become a popular non-invasive tool for assessing the activities of autonomic nervous system. Most of the methods were hired from techniques used for time series analysis. Currently used methods are time domain, frequency domain, geometrical and fractal methods. A new technique, which searches for pattern repeatability in a time series, is proposed for quantifying heart rate (HR) time series. These set of indices, which are termed as pattern repeatability measure and pattern repeatability ratio are able to distinguish HR data clearly from noise and electroencephalogram (EEG). The results of analysis using these measures give an insight into the fundamental difference between the composition of HR time series with respect to EEG and noise.

Keywords: Approximate entropy, heart rate variability, noise, pattern repeatability, and sample entropy.

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Authors: Theodor D. Popescu

Abstract:

The paper presents a method for multivariate time series forecasting using Independent Component Analysis (ICA), as a preprocessing tool. The idea of this approach is to do the forecasting in the space of independent components (sources), and then to transform back the results to the original time series space. The forecasting can be done separately and with a different method for each component, depending on its time structure. The paper gives also a review of the main algorithms for independent component analysis in the case of instantaneous mixture models, using second and high-order statistics. The method has been applied in simulation to an artificial multivariate time series with five components, generated from three sources and a mixing matrix, randomly generated.

Keywords: Independent Component Analysis, second order statistics, simulation, time series forecasting

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Authors: Farouk Cherif

Abstract:

This paper is concerned with the existence and unique¬ness of pseudo-almost periodic solutions to the chaotic delayed neural networks (t)= —Dx(t) ± A f (x (t)) B f (x (t — r)) C f (x(p))dp J (t) . t-o Under some suitable assumptions on A, B, C, D, J and f, the existence and uniqueness of a pseudo-almost periodic solution to equation above is obtained. The results of this paper are new and they complement previously known results.

Keywords: Chaotic neural network, Hamiltonian systems, Pseudo almost periodic.

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Authors: Yoichi Ishikawa, Yuichi Masukake, Yoshihisa Ishida

Abstract:

This paper presents a novel control method based on radial basis function networks (RBFNs) for chaotic dynamical systems. The proposed method first identifies the nonlinear part of the chaotic system off-line and then constructs a model-following controller using only the estimated system parameters. Simulation results show the effectiveness of the proposed control scheme.

Keywords: Chaos, nonlinear plant, radial basis function network.

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Authors: Long Jye Sheu, Wei Ching Chen, Yen Chu Chen, Wei Tai Weng

Abstract:

In this paper, a two-channel secure communication using fractional chaotic systems is presented. Conditions for chaos synchronization have been investigated theoretically by using Laplace transform. To illustrate the effectiveness of the proposed scheme, a numerical example is presented. The keys, key space, key selection rules and sensitivity to keys are discussed in detail. Results show that the original plaintexts have been well masked in the ciphertexts yet recovered faithfully and efficiently by the present schemes.

Keywords: fractional chaotic systems, synchronization, securecommunication.

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Authors: Anton V. Doroshin

Abstract:

This article contains a description of main ideas for the attitude reorientation of spacecraft (small dual-spin spacecraft, nanosatellites) using properties of its chaotic attitude motion under the action of internal perturbations. The considering method based on intentional initiations of chaotic modes of the attitude motion with big amplitudes of the nutation oscillations, and also on the redistributions of the angular momentum between coaxial bodies of the dual-spin spacecraft (DSSC), which perform in the purpose of system’s phase space changing.

Keywords: Spacecraft, Attitude Dynamics and Control, Chaos.

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Authors: Tahseen Ahmed Jilani, Syed Muhammad Aqil Burney, C. Ardil

Abstract:

In the last 15 years, a number of methods have been proposed for forecasting based on fuzzy time series. Most of the fuzzy time series methods are presented for forecasting of enrollments at the University of Alabama. However, the forecasting accuracy rates of the existing methods are not good enough. In this paper, we compared our proposed new method of fuzzy time series forecasting with existing methods. Our method is based on frequency density based partitioning of the historical enrollment data. The proposed method belongs to the kth order and time-variant methods. The proposed method can get the best forecasting accuracy rate for forecasting enrollments than the existing methods.

Keywords: Fuzzy logical groups, fuzzified enrollments, fuzzysets, fuzzy time series.

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Authors: Zixin Liu, Huawei Yang, Fangwei Chen

Abstract:

This paper studies the mean square exponential synchronization problem of a class of stochastic neutral type chaotic neural networks with mixed delay. On the Basis of Lyapunov stability theory, some sufficient conditions ensuring the mean square exponential synchronization of two identical chaotic neural networks are obtained by using stochastic analysis and inequality technique. These conditions are expressed in the form of linear matrix inequalities (LMIs), whose feasibility can be easily checked by using Matlab LMI Toolbox. The feedback controller used in this paper is more general than those used in previous literatures. One simulation example is presented to demonstrate the effectiveness of the derived results.

Keywords: Exponential synchronization, stochastic analysis, chaotic neural networks, neutral type system.

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Authors: Ghobad Gorji, Hasan Golabi

Abstract:

The goal of this paper is to describe the design of an ultra-wideband (UWB) system that is optimized for the low-rate wireless personal area network application. To this aim, we propose a system based on direct chaotic communication (DCC) technology. Based on this system, a 2-GHz wide chaotic signal is produced into the UWB spectrum lower band, i.e., 3.1–5.1 GHz. For this system, two simple modulation schemes, namely chaotic on-off keying (COOK) and differential chaos shift keying  (DCSK) are evaluated first. We propose a modulation scheme, namely Double DCSK, to improve the performance of UWB DCC. Different characteristics of these systems, with Monte Carlo simulations based on the Additive White Gaussian Noise (AWGN) and the IEEE 802.15.4a standard channel models, are compared.

Keywords: Ultra-wideband, UWB, Direct Chaotic Communication, DCC, IEEE 802.15.4a, COOK, DCSK.

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Authors: Chunshien Li, Jhao-Wun Hu, Tai-Wei Chiang, Tsunghan Wu

Abstract:

Time series forecasting is an important and widely popular topic in the research of system modeling. This paper describes how to use the hybrid PSO-RLSE neuro-fuzzy learning approach to the problem of time series forecasting. The PSO algorithm is used to update the premise parameters of the proposed prediction system, and the RLSE is used to update the consequence parameters. Thanks to the hybrid learning (HL) approach for the neuro-fuzzy system, the prediction performance is excellent and the speed of learning convergence is much faster than other compared approaches. In the experiments, we use the well-known Mackey-Glass chaos time series. According to the experimental results, the prediction performance and accuracy in time series forecasting by the proposed approach is much better than other compared approaches, as shown in Table IV. Excellent prediction performance by the proposed approach has been observed.

Keywords: forecasting, hybrid learning (HL), Neuro-FuzzySystem (NFS), particle swarm optimization (PSO), recursiveleast-squares estimator (RLSE), time series

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Authors: B.P. Bezruchko, D.A. Smirnov

Abstract:

Quantitative characterization of nonlinear directional couplings between stochastic oscillators from data is considered. We suggest coupling characteristics readily interpreted from a physical viewpoint and their estimators. An expression for a statistical significance level is derived analytically that allows reliable coupling detection from a relatively short time series. Performance of the technique is demonstrated in numerical experiments.

Keywords: Nonlinear time series analysis, directional couplings, coupled oscillators.

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Authors: Shigeaki Sakurai, Ken Ueno, Ryohei Orihara

Abstract:

This paper proposes a method that discovers time series event patterns from textual data with time information. The patterns are composed of sequences of events and each event is extracted from the textual data, where an event is characteristic content included in the textual data such as a company name, an action, and an impression of a customer. The method introduces 7 types of time constraints based on the analysis of the textual data. The method also evaluates these constraints when the frequency of a time series event pattern is calculated. We can flexibly define the time constraints for interesting combinations of events and can discover valid time series event patterns which satisfy these conditions. The paper applies the method to daily business reports collected by a sales force automation system and verifies its effectiveness through numerical experiments.

Keywords: Text mining, sequential mining, time constraints, daily business reports.

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Authors: K. Kemih, M. Benslama

Abstract:

This paper investigates the problem of spreading sequence and receiver code synchronization techniques for satellite based CDMA communications systems. The performance of CDMA system depends on the autocorrelation and cross-correlation properties of the used spreading sequences. In this paper we propose the uses of chaotic Lu system to generate binary sequences for spreading codes in a direct sequence spread CDMA system. To minimize multiple access interference (MAI) we propose the use of genetic algorithm for optimum selection of chaotic spreading sequences. To solve the problem of transmitter-receiver synchronization, we use the passivity controls. The concept of semipassivity is defined to find simple conditions which ensure boundedness of the solutions of coupled Lu systems. Numerical results are presented to show the effectiveness of the proposed approach.

Keywords: About Chaotic Lu system, synchronization, Spreading sequence, Genetic Algorithm. Passive System

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Authors: Azizan Bin Saaban, Adyda Binti Ibrahim, Mohammad Shehzad, Israr Ahmad

Abstract:

In chaos synchronization, the main goal is to design such controller(s) that synchronizes the states of master and slave system asymptotically globally. This paper studied and investigated the synchronization problem of two identical Chen, and identical Tigan chaotic systems and two non-identical Chen and Tigan chaotic systems using Non-linear active control algorithm. In this study, based on Lyapunov stability theory and using non-linear active control algorithm, it has been shown that the proposed schemes have excellent transient performance using only two nonlinear controllers and have shown analytically as well as graphically that synchronization is asymptotically globally stable.

Keywords: Nonlinear Active Control, Chen and Tigan Chaotic systems, Lyapunov Stability theory, Synchronization.

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Authors: S. V. Yendiyarov

Abstract:

Pattern discovery from time series is of fundamental importance. Particularly, when information about the structure of a pattern is not complete, an algorithm to discover specific patterns or shapes automatically from the time series data is necessary. The dynamic time warping is a technique that allows local flexibility in aligning time series. Because of this, it is widely used in many fields such as science, medicine, industry, finance and others. However, a major problem of the dynamic time warping is that it is not able to work with structural changes of a pattern. This problem arises when the structure is influenced by noise, which is a common thing in practice for almost every application. This paper addresses this problem by means of developing a novel technique called adaptive dynamic time warping.

Keywords: Pattern recognition, optimal control, quadratic programming, dynamic programming, dynamic time warping, sintering control.

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Authors: Tahseen A. Jilani, S. M. Aqil Burney, C. Ardil

Abstract:

In this paper, we have presented a new multivariate fuzzy time series forecasting method. This method assumes mfactors with one main factor of interest. History of past three years is used for making new forecasts. This new method is applied in forecasting total number of car accidents in Belgium using four secondary factors. We also make comparison of our proposed method with existing methods of fuzzy time series forecasting. Experimentally, it is shown that our proposed method perform better than existing fuzzy time series forecasting methods. Practically, actuaries are interested in analysis of the patterns of causalities in road accidents. Thus using fuzzy time series, actuaries can define fuzzy premium and fuzzy underwriting of car insurance and life insurance for car insurance. National Institute of Statistics, Belgium provides region of risk classification for each road. Thus using this risk classification, we can predict premium rate and underwriting of insurance policy holders.

Keywords: Average forecasting error rate (AFER), Fuzziness offuzzy sets Fuzzy, If-Then rules, Multivariate fuzzy time series.

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Authors: João Paulo Teixeira, Paula Odete Fernandes

Abstract:

The authors have been developing several models based on artificial neural networks, linear regression models, Box- Jenkins methodology and ARIMA models to predict the time series of tourism. The time series consist in the “Monthly Number of Guest Nights in the Hotels" of one region. Several comparisons between the different type models have been experimented as well as the features used at the entrance of the models. The Artificial Neural Network (ANN) models have always had their performance at the top of the best models. Usually the feed-forward architecture was used due to their huge application and results. In this paper the author made a comparison between different architectures of the ANNs using simply the same input. Therefore, the traditional feed-forward architecture, the cascade forwards, a recurrent Elman architecture and a radial based architecture were discussed and compared based on the task of predicting the mentioned time series.

Keywords: Artificial Neural Network Architectures, time series forecast, tourism.

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Authors: Shumin Hou, Yourong Li, Sanxing Zhao

Abstract:

Much time series data is generally from continuous dynamic system. Firstly, this paper studies the detection of the nonlinearity of time series from continuous dynamics systems by applying the Phase-randomized surrogate algorithm. Then, the Delay Vector Variance (DVV) method is introduced into nonlinearity test. The results show that under the different sampling conditions, the opposite detection of nonlinearity is obtained via using traditional test statistics methods, which include the third-order autocovariance and the asymmetry due to time reversal. Whereas the DVV method can perform well on determining nonlinear of Lorenz signal. It indicates that the proposed method can describe the continuous dynamics signal effectively.

Keywords: Nonlinearity, Time series, continuous dynamics system, DVV method

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Authors: Keiji Kimura, Shin-ichi Takehiro, Michio Yamada

Abstract:

We investigate properties of convective solutions of the Boussinesq thermal convection in a moderately rotating spherical shell allowing the inner and outer sphere rotation due to the viscous torque of the fluid. The ratio of the inner and outer radii of the spheres, the Prandtl number and the Taylor number are fixed to 0.4, 1 and 5002, respectively. The inertial moments of the inner and outer spheres are fixed to about 0.22 and 100, respectively. The Rayleigh number is varied from 2.6 × 104 to 3.4 × 104. In this parameter range, convective solutions transit from equatorially symmetric quasiperiodic ones to equatorially asymmetric chaotic ones as the Rayleigh number is increased. The transition route in the system allowing rotation of both the spheres is different from that in the co-rotating system, which means the inner and outer spheres rotate with the same constant angular velocity: the convective solutions transit as equatorially symmetric quasi-periodic solution → equatorially symmetric chaotic solution → equatorially asymmetric chaotic solution in the system allowing both the spheres rotation, while equatorially symmetric quasi-periodic solution → equatorially asymmetric quasiperiodic solution → equatorially asymmetric chaotic solution in the co-rotating system.

Keywords: thermal convection, numerical simulation, equatorial symmetry, quasi-periodic solution, chaotic solution

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Authors: Motonobu Hattori

Abstract:

In neural networks, when new patterns are learned by a network, the new information radically interferes with previously stored patterns. This drawback is called catastrophic forgetting or catastrophic interference. In this paper, we propose a biologically inspired neural network model which overcomes this problem. The proposed model consists of two distinct networks: one is a Hopfield type of chaotic associative memory and the other is a multilayer neural network. We consider that these networks correspond to the hippocampus and the neocortex of the brain, respectively. Information given is firstly stored in the hippocampal network with fast learning algorithm. Then the stored information is recalled by chaotic behavior of each neuron in the hippocampal network. Finally, it is consolidated in the neocortical network by using pseudopatterns. Computer simulation results show that the proposed model has much better ability to avoid catastrophic forgetting in comparison with conventional models.

Keywords: catastrophic forgetting, chaotic neural network, complementary learning systems, dual-network

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Authors: B. Q. Huang, Tarik Rashid, M-T. Kechadi

Abstract:

this paper presents a multi-context recurrent network for time series analysis. While simple recurrent network (SRN) are very popular among recurrent neural networks, they still have some shortcomings in terms of learning speed and accuracy that need to be addressed. To solve these problems, we proposed a multi-context recurrent network (MCRN) with three different learning algorithms. The performance of this network is evaluated on some real-world application such as handwriting recognition and energy load forecasting. We study the performance of this network and we compared it to a very well established SRN. The experimental results showed that MCRN is very efficient and very well suited to time series analysis and its applications.

Keywords: Gradient descent method, recurrent neural network, learning algorithms, time series, BP

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Authors: Zahra Yaghoubi, Nooshin Bigdeli, Karim Afshar

Abstract:

This paper at first presents approximate analytical solutions for systems of fractional differential equations using the differential transform method. The application of differential transform method, developed for differential equations of integer order, is extended to derive approximate analytical solutions of systems of fractional differential equations. The solutions of our model equations are calculated in the form of convergent series with easily computable components. After that a drive-response synchronization method with linear output error feedback is presented for “generalized projective synchronization" for a class of fractional-order chaotic systems via a scalar transmitted signal. Genesio_Tesi and Duffing systems are used to illustrate the effectiveness of the proposed synchronization method.

Keywords: Generalized projective synchronization; Fractionalorder;Chaos; Caputo derivative; Differential transform method

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Authors: M. Beisenbi, A. Sagymbay, S. Beisembina, A. Satpayeva

Abstract:

In this paper, the problem of unstable and deterministic chaotic processes in control systems is considered. The synthesis of a control system in the class of two-parameter structurally stable mappings is demonstrated. This is realized via the gradient-velocity method of Lyapunov vector functions. It is shown that the gradient-velocity method of Lyapunov vector functions allows generating an aperiodic robust stable system with the desired characteristics. A simple solution to the problem of synthesis of control systems for unstable and deterministic chaotic processes is obtained. Moreover, it is applicable for complex systems.

Keywords: Control system synthesis, deterministic chaotic processes, Lyapunov vector function, robust stability, structurally stable mappings.

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Authors: R. Rama Kishore, Sunesh

Abstract:

This paper presents an optimized, robust, and secured watermarking technique. The methodology used in this work is the combination of entropy and chaotic grid map. The proposed methodology incorporates Discrete Cosine Transform (DCT) on the host image. To improve the imperceptibility of the method, the host image DCT blocks, where the watermark is to be embedded, are further optimized by considering the entropy of the blocks. Chaotic grid is used as a key to reorder the DCT blocks so that it will further increase security while selecting the watermark embedding locations and its sequence. Without a key, one cannot reveal the exact watermark from the watermarked image. The proposed method is implemented on four different images. It is concluded that the proposed method is giving better results in terms of imperceptibility measured through PSNR and found to be above 50. In order to prove the effectiveness of the method, the performance analysis is done after implementing different attacks on the watermarked images. It is found that the methodology is very strong against JPEG compression attack even with the quality parameter up to 15. The experimental results are confirming that the combination of entropy and chaotic grid map method is strong and secured to different image processing attacks.

Keywords: Digital watermarking, discrete cosine transform, chaotic grid map, entropy.

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