The improved local linear prediction of chaotic time series

• 来源期刊: 中国物理B（英文版）
• 关键词: local linear prediction Bayesian information criterion state space reconstruction,chaotic time series
• 年，卷（期）: 2007,（11）
• 页码范围: 3220-3225
• 页数: 6页
• 语种: 英文

摘要

Based on the Bayesian information criterion, this paper proposes the improved local linear prediction method to predict chaotic time aeries. This method uses spatial correlation and temporal correlation simultaneously. Simulation results show that the improved local linear prediction method can effectively make multi-step and one-step prediction of chaotic time aeries and the multi-step prediction performance and one-step prediction accuracy of the improved local linear prediction method are superior to those of the traditional local linear prediction method.