Noise reduction in chaotic time series by a local projection with nonlinear constraints

On the basis of a local-projective (LP) approach we develop a method of noise reduction in time series that makes use of nonlinear constraints appearing due to the deterministic character of the underlying dynamical system. The Delaunay triangulation approach is used to find the optimal nearest neighboring points in time series. The efficiency of our method is comparable to standard LP methods but our method is more robust to the input parameter estimation. The approach has been successfully applied for separating a signal from noise in the chaotic Henon and Lorenz models as well as for noisy experimental data obtained from an electronic Chua circuit. The method works properly for a mixture of additive and dynamical noise and can be used for the noise-level detection.Comment: 11 pages, 12 figures. See http://www.chaosandnoise.or

Noise parameter estimation for non-singleton fuzzy logic systems

Real-world environments face a wide range of noise (uncertainty) sources and gaining insight into the level of noise is a critical part of many applications. While Non-Singleton Fuzzy Logic Systems (NSFLSs), in particular recently introduced advanced variants such as centroid-based NSFLSs have the capacity to handle known quantities of uncertainty, thus far, the actual level of uncertainty has had to be defined a priori - i.e. prior to run time of a system or controller. This paper does not focus on such advances within the architecture of NSFLSs, but focuses on a novel two-stage approach for uncertainty handling in fuzzy logic systems which integrates: (i) estimation of noise levels and (ii) the appropriate handling of the noise based on this estimate, by means of a dynamically configured NSFLS. As initial evaluation of the approach, two chaotic nonlinear time series (Mackey-Glass and Lorenz), as well as a real-world Darwin sea level pressure series prediction fuzzy logic systems are implemented and compared to commonly used procedures. The results indicate that the proposed strategy of integrating uncertainty/noise estimation with the capacity of non-singleton fuzzy logic systems has the potential to deliver performance benefits in real-world applications without requiring a priori information on noise levels and thus delivers a first step towards smart, noise-adaptive non-singleton fuzzy logic systems and controllers

Impact of noise on a dynamical system: prediction and uncertainties from a swarm-optimized neural network

In this study, an artificial neural network (ANN) based on particle swarm optimization (PSO) was developed for the time series prediction. The hybrid ANN+PSO algorithm was applied on Mackey--Glass chaotic time series in the short-term $x(t+6)$. The performance prediction was evaluated and compared with another studies available in the literature. Also, we presented properties of the dynamical system via the study of chaotic behaviour obtained from the predicted time series. Next, the hybrid ANN+PSO algorithm was complemented with a Gaussian stochastic procedure (called {\it stochastic} hybrid ANN+PSO) in order to obtain a new estimator of the predictions, which also allowed us to compute uncertainties of predictions for noisy Mackey--Glass chaotic time series. Thus, we studied the impact of noise for several cases with a white noise level ($\sigma_{N}$) from 0.01 to 0.1.Comment: 11 pages, 8 figure