Entry

Math: Chaos theory: What is a relation of chaos and time series predicting?

Nov 29th, 2003 09:21
Knud van Eeden,

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--- Knud van Eeden --- 29 November 2003 - 05:57 pm -------------------

Math: Chaos theory: What is a relation of chaos and time series 
predicting?

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IF

1. the timeseries are described by NON-LINEAR equations

   and / or

2. the timeseries are described by at least 3 COUPLED NON-LINEAR (first
   order) differential equations, with of at least 3 independent
   variables

THEN

in some cases chaos might occur.

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Conclusion:

If it happens to be that your differential equations can show chaotic
behaviour, then in that range of the parameters prediction over a
longer period of time will not be possible or even impossible.

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Book: see also:

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[book: Acheson, David - from Calculus to Chaos, an Introduction to 
Dynamics - 1997 - ISBN 0-19-850077-7 - p. 156 'conditions for chaos']

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Internet: see also:

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Math: Chaos theory: Overview: Can you give me an overview of chaos 
theory?
http://www.faqts.com/knowledge_base/view.phtml/aid/26929/fid/867

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