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The improved local linear prediction of chaotic time series 被引量:2
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作者 孟庆芳 彭玉华 孙佳 《Chinese Physics B》 SCIE EI CAS CSCD 2007年第11期3220-3225,共6页
Based on the Bayesian information criterion, this paper proposes the improved local linear prediction method to predict chaotic time series. This method uses spatial correlation and temporal correlation simultaneously... Based on the Bayesian information criterion, this paper proposes the improved local linear prediction method to predict chaotic time series. 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 series 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. 展开更多
关键词 local linear prediction Bayesian information criterion state space reconstruction chaotic time series
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