The improved local linear prediction of chaotic time series |
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| Authors: | Meng Qing-Fang Peng Yu-Hua and Sun Jia |
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| Affiliation: | School of Information Science and Engineering, Shandong University, Jinan 250100, China |
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| Abstract: | 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. |
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| Keywords: | local linear prediction Bayesian information criterion state space reconstruction chaotic
time series |
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