CHAOTIC FORECASTING OF DISCHARGE TIME SERIES: A CASE STUDY 1

ABSTRACT: This paper considers the problem of forecasting the discharge time series of a river by means of a chaotic approach. To this aim, we first check for some evidence of chaotic behavior in the dynamic by considering a set of different procedures, namely, the phase portrait of the attractor, the correlation dimension, and the largest Lyapunov exponent. Their joint application seems to confirm the presence of a nonlinear deterministic dynamic of chaotic type. Second, we consider the so-called nearest neighbors predictor and we compare it with a classical linear model. By comparing these two predictors, it seems that nonlinear river flow modeling, and in particular chaotic modeling, is an effective method to improve predictions.

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