基于神经网络的混沌时间序列预测

Chaotic time sequence based on artificial neural network

应用混沌方法对时间序列观测数据进行处理,计算出最大lyapunov指数,得到最大可预报时间尺度。在此基础上,建立人工神经网络预测预报混沌时间序列的模型。结合实例,对该预测方法进行了计算验证。

The chaotic method is applied to analyze the data which is observed by time sequence, and the largest Lyapunov exponent is calculated. On this basis, the method of forecasting time sequence with artificial neural network is presented. The effectivity of the model is demonstrated by an example and the result is satisfied.