| Local Prediction of Chaotic Time Series Based on Support Vector Machine |
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| 作者姓名： | 李恒超 张家树 |
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| 作者单位： | Sichuan Province Key Laboratory of Signal and Information Processing, Southwest Jiaotong University,Chengdu 610031 |
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| 基金项目： | Supported by the National Natural Science Foundation of China under Grant No 60276096, and the National Ministry Foundation of China under Grant No 51435080104QT2201. |
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| 摘 要： | Based on phase space delay-coordinate reconstruction of a chaotic dynamics system, we propose a local prediction of chaotic time series using a support vector machine （SVM） to overcome the shortcomings of traditional local prediction methods. The simulation results show that the performance of this proposed predictor for making onestep and multi-step prediction is superior to that of the traditional local linear prediction method and global SVM method. In addition, it is significant that its prediction performance is insensitive to the selection of embedding dimension and the number of nearest neighbours, so the satisfying results can be achieved even if we do not know the optimal embedding dimension and how to select the number of nearest neighbours.
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| 关 键 词： | 相位空间延迟 无序动态系统 局部预测 支撑向量系统 |
| 收稿时间： | 2005-06-29 |
| 修稿时间： | 2005-06-29 |
Local Prediction of Chaotic Time Series Based on Support Vector Machine |
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| LI Heng-Chao, ZHANG Jia-Shu.Local Prediction of Chaotic Time Series Based on Support Vector Machine[J].Chinese Physics Letters,2005,22(11):2776-2779. |
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| Authors: | LI Heng-Chao ZHANG Jia-Shu |
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