Chaotic time series prediction using least squares support vector machines

• 来源期刊: 中国物理（英文版）
• 关键词: chaotic time series time series prediction support vector machines
• 年，卷（期）: 2004,（4）
• 页码范围: 454-458
• 页数: 5页
• 语种: 英文

摘要

We propose a new technique of using the least squares support vector machines (LS-SVMs) for making one-step and multi-step prediction of chaotic time series. The LS-SVM achieves higher generalization performance than traditional neural networks and provides an accurate chaotic time series prediction. Unlike neural networks' training that requires nonlinear optimization with the danger of getting stuck into local minima, training LS-SVM is equivalent to solving a set of linear equations. Thus it has fast convergence. The simulation results show that LS-SVM has much better potential in the field of chaotic time series prediction.