混沌时间序列建模及预测

The Modeling and Forecasting of Chaotic Time Series

讨论了混沌时间序列的建模及预测方法 ,给出了各重要参数的选取算法 ,并应用于实例 ,与传统的时间序列预测方法相比较 ,取得了精度更高的预测结果 。

We present a forecasting technique for a kind of nonlinear time series. In the analysis of chaotic time series, a good technique is to reconstruct an image of the original dynamical system using delay coordinate. It can get better forecasting result than conventional methods.