title: Forecasting nonlinear chaotic time series with function expression method based on an improved genetic-simulated annealing algorithm.
abstract: The paper proposes a novel function expression method to forecast chaotic time series, using an improved genetic-simulated annealing (IGSA) algorithm to establish the optimum function expression that describes the behavior of time series. In order to deal with the weakness associated with the genetic algorithm, the proposed algorithm incorporates the simulated annealing operation which has the strong local search ability into the genetic algorithm to enhance the performance of optimization; besides, the fitness function and genetic operators are also improved. Finally, the method is applied to the chaotic time series of Quadratic and Rossler maps for validation. The effect of noise in the chaotic time series is also studied numerically. The numerical results verify that the method can forecast chaotic time series with high precision and effectiveness, and the forecasting precision with certain noise is also satisfactory. It can be concluded that the IGSA algorithm is energy-efficient and superior.
authors.affiliation: National Key Laboratory on Electromagnetic Environmental Effects and Electro-Optical Engineering, PLA University of Science and Technology, Nanjing 210007, China.
authors.forename: Jun
authors.initials: J
authors.lastname: Wang
authors.affiliation: National Key Laboratory on Electromagnetic Environmental Effects and Electro-Optical Engineering, PLA University of Science and Technology, Nanjing 210007, China.
authors.forename: Bi-hua
authors.initials: BH
authors.lastname: Zhou
authors.affiliation: College of Meteorology and Oceanography, PLA University of Science and Technology, Nanjing 211101, China.
authors.forename: Shu-dao
authors.initials: SD
authors.lastname: Zhou
authors.affiliation: College of Meteorology and Oceanography, PLA University of Science and Technology, Nanjing 211101, China.
authors.forename: Zheng
authors.initials: Z
authors.lastname: Sheng
mesh_terms: D000465:Algorithms; D006801:Humans; D056004:Molecular Dynamics Simulation; D017711:Nonlinear Dynamics; D017422:Sequence Analysis, DNA / Q000379:methods*; D013997:Time Factors