| 混沌时间序列的一种局域离散余弦变换域Volterra预测 |
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| 引用本文： | 张家树,李恒超,肖先赐. 混沌时间序列的一种局域离散余弦变换域Volterra预测[J]. 中国物理, 2005, 14(1): 49-54 |
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| 作者姓名： | 张家树 李恒超 肖先赐 |
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| 作者单位： | Sichuan Province Key Lab of Signal and Information Processing,Southwest Jiaotong University, Chengdu,610031, China;Sichuan Province Key Lab of Signal and Information Processing,Southwest Jiaotong University, Chengdu,610031, China;Department of Electronic Engineering, University of Electronic Science and Technology of China, Chengdu,610031,China |
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| 基金项目： | Project supported by National Nature Science Foundation of China (Grant No 60276096), Ministry Foundation of China (Grant Nos 41101040404 and 51435080104QT2201), Basic Research Foundation of Southwest Jiaotong University (Grant No 2001B08) |
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| 摘 要： | 提出了一种局域离散余弦变换（DCT）域Volterra预测，并用于混沌时间序列预测。DCT被用来减少Volterra预测器的矩阵计算复杂性。数值仿真结果表明：本文提出的方法比传统的局域线性预测方法能更有效地预测混沌时间序列和预测精度。
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| 关 键 词： | 混沌时间序列；局域预测；离散余弦变换；相空间重构 |
| 收稿时间： | 2004-03-04 |
Local discrete cosine transformation domain Volterra prediction of chaotic time series |
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| Zhang Jia-Shu,Li Heng-Chao and Xiao Xian-Ci. Local discrete cosine transformation domain Volterra prediction of chaotic time series[J]. Chinese Physics, 2005, 14(1): 49-54 |
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| Authors: | Zhang Jia-Shu Li Heng-Chao Xiao Xian-Ci |
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| Affiliation: | Department of Electronic Engineering, University of Electronic Science and Technology of China, Chengdu,610031,China; Sichuan Province Key Lab of Signal and Information Processing,Southwest Jiaotong University, Chengdu,610031, China |
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| Abstract: | In this paper a local discrete cosine transformation (DCT) domain Volterra prediction method is proposed to predict chaotic time series, where the DCT is used to lessen the complexity of solving the coefficient matrix. Numerical simulation results show that the proposed prediction method can effectively predict chaotic time series and improve the prediction accuracy compared with the traditional local linear prediction methods. |
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| Keywords: | chaotic time series local prediction DCT phase-space reconstruction |
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