Lorenz time-series analysis using a scaled hybrid model

• Main Authors: Abdulkadir, S.J., Yong, S.-P.
• Format: Conference or Workshop Item
• Published: Institute of Electrical and Electronics Engineers Inc. 2016
• Online Access: https://www.scopus.com/inward/record.uri?eid=2-s2.0-84995616526&doi=10.1109%2fISMSC.2015.7594082&partnerID=40&md5=7668b2df1c11192aaaefbcf4c16d9c33; http://eprints.utp.edu.my/30911/
• Institution: Universiti Teknologi Petronas

Lorenz time-series is characterized by non-linearity, noise, volatility and is chaotic in nature thus making the process of forecasting cumbersome. The main aim of forecasters is to apply an approach that focuses on improving accuracy in both one-step and multi-step-ahead forecasts. This paper prese...