Local discrete cosine transformation domain Volterra prediction of chaotic time series

• 来源期刊: 中国物理（英文版）
• 关键词: chaotic time series local prediction DCT phase-space reconstruction
• 年，卷（期）: 2005,（1）
• 页码范围: 49-54
• 页数: 6页
• 语种: 英文

摘要

In this paper a local discrete cosine transformation (DCT) domain Volterra prediction method is proposed to predict chaotic time series, where the DCT is used to lessen the complexity of solving the coefficient matrix. Numerical simulation results show that the proposed prediction method can effectively predict chaotic time series and improve the prediction accuracy compared with the traditional local linear prediction methods.