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混沌时间序列多步自适应预测方法
引用本文:孟庆芳,张强,牟文英.混沌时间序列多步自适应预测方法[J].物理学报,2006,55(4):1666-1671.
作者姓名:孟庆芳  张强  牟文英
作者单位:(1)济南市半导体元件实验所,济南 250014; (2)山东大学信息科学与工程学院,济南 250100
摘    要:针对混沌时间序列局域自适应预测方法在多步预测中预测器系数无法调节的问题,根据混沌时间序列的短期可预测性及自适应算法的自适应跟踪混沌运动轨迹的特点,提出了混沌时间序列多步自适应预测方法.仿真结果表明,此方法的多步预测性能明显好于局域自适应预测方法的多步预测性能. 关键词: 多步自适应预测方法 局域自适应预测方法 混沌时间序列

关 键 词:多步自适应预测方法  局域自适应预测方法  混沌时间序列
收稿时间:07 5 2005 12:00AM
修稿时间:2005-07-052005-10-25

A novel multi-step adaptive prediction method for chaotic time series
Meng Qing-Fang,Zhang Qiang,Mu Wen-Ying.A novel multi-step adaptive prediction method for chaotic time series[J].Acta Physica Sinica,2006,55(4):1666-1671.
Authors:Meng Qing-Fang  Zhang Qiang  Mu Wen-Ying
Institution:1. School of Information Science and Engineering, Shandong University, Jinan 250100, China; 2. Institute of jinan Semiconductor Elements Experimentation, Jinan 250014, China
Abstract:Based on the short-term predictability of chaotic time series and the adaptive tracking chaotic trajectory of adaptive algorithm, a novel multi-step adaptive prediction method is proposed in this paper to resolve the problem of adjusting the filter parameters of the local adaptive prediction method during multi-step prediction. Simulation results show that this multi-step adaptive prediction method can be successfully used to make multi-step predictions, and its performance is better than that of the local adaptive prediction algorithm.
Keywords:multi-step adaptive prediction method  local adaptive prediction method  chaotic time series
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