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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