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Neural Learning of Chaotic Dynamics The Error Propagation Algorithm
Published in: IEEE World Conference on Computational
Intelligence, p. 2483, 1998. Copyright IEEE.
Neural Learning of Chaotic Dynamics:
The Error Propagation Algorithm
Rembrandt Bakker, Jaap C. Schouten, Cor M. van den Bleek C. Lee Giles
Delft University of Technology, NEC Research Institute
Depa rtment of Chemical Process Technology 4 Indep endence Way
Julianalaan 136, 2628 BL Delft, The Netherlands Princeton, NJ 08540
r.bakker@stm.tudelft.nl giles@research.nj .
Abstract equations that will produce a time-series with identical
chaotic characteristics, having the same chaotic attractor.
An algorithm is introduced that trains a neural network to The model could be based on first principles if the system is
identify chaotic dy namics f rom a single measured time- well understood, but here we assume knowledge of j ust the
series. The algorithm has f our sp ecial features: time-series and use a neural network based, black-box,
model. In concise neural network j argon we formulate our
1. The state of t he system is extracted f rom the time- goal: train a network to learn the chaotic attractor. A number
series using delays, f ollowed by weighted Principa l
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