Adaptation of optimization algorithm parameters to reconstruction of chaotic attractor
Articles
Miglė Drūlytė
Kauno technologijos universitetas
Kristina Lukoševičiūtė
Kauno technologijos universitetas
Erika Mekšunaitė
Kauno technologijos universitetas
Published 2015-12-20
https://doi.org/10.15388/LMR.B.2015.02
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Keywords

cuckoo search (CS)
artificial bee colony (ABC)
attractor embedding
time series

How to Cite

Drūlytė M., Lukoševičiūtė K. and Mekšunaitė E. (2015) “Adaptation of optimization algorithm parameters to reconstruction of chaotic attractor”, Lietuvos matematikos rinkinys, 56(B), pp. 7–12. doi: 10.15388/LMR.B.2015.02.

Abstract

Optimal selection of time delay for time series reconstruction is an important problem in time series analysis and forecasting. When reconstructing the time series into phase space with non-uniform time delay, a time delay selection becomes a difficult optimization problem. To solve this problem, this paper presents two optimization algorithms: cuckoo search algorithm and artificial bee colony optimization algorithm.

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