2019
DOI: 10.1109/access.2019.2902958
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Complex-Valued Ordinary Differential Equation Modeling for Time Series Identification

Abstract: Time series identification is one of the key approaches to dealing with time series data and discovering the change rules. Therefore, time series forecasting can be treated as one of the most challenging issues in this field. In order to improve the forecasting performance, we propose a novel time series prediction model based on a complex-valued ordinary differential equation (CVODE) to predict time series. A multi expression programming (MEP) algorithm is utilized to optimize the structure of the CVODE model… Show more

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Cited by 12 publications
(5 citation statements)
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“…Complex-valued ordinary differential equation (CVODE) model is a variant of ODE model, whose coefficients and functions are complex-valued. Its expression is given as followed [ 59 ]. …”
Section: Methodsmentioning
confidence: 99%
“…Complex-valued ordinary differential equation (CVODE) model is a variant of ODE model, whose coefficients and functions are complex-valued. Its expression is given as followed [ 59 ]. …”
Section: Methodsmentioning
confidence: 99%
“…ODE (in the real domain and real-valued function) can be extended both in the domain part and in the function value. In Figure 4, the expansion of ODE based on the function value, including vector-valued, complex-valued [55], quaternion-valued [36][37][38]42,56], Banach space [54], etc. While the extension of ODE based on the domain is from real to complex, which is often said as ODE in the complex domain [57][58][59].…”
Section: Development Of Quaternion Differential Equationmentioning
confidence: 99%
“…In order to investigate the optimization ability of CVWWO, we make the comparison experiments with the complexvalued versions (CVPSO [32] and CVCSA [33]) of classical swarm intelligent algorithm (particle swarm optimization) and new evolutionary algorithm (crow search algorithm). The maximum iteration is set as 100 and population size is set as 20.…”
Section: B Optimization Ability Investigation Of Cvwwomentioning
confidence: 99%