| 混沌时间序列基于邻域点的非线性多步自适应预测 |
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| 引用本文： | 甘建超,肖先赐. 混沌时间序列基于邻域点的非线性多步自适应预测[J]. 物理学报, 2003, 52(12): 2995-3001 |
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| 作者姓名： | 甘建超 肖先赐 |
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| 作者单位： | (1)电子科技大学电子工程学院,成都 610054; (2)电子科技大学电子工程学院,成都 610054;电子对抗国防科技重点实验室，成都 610036 |
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| 基金项目： | 国防科技预研基金（批准号：51435050101DZ0203）资助的课题. |
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| 摘 要： | 根据流形理论，利用混沌时间序列中某点邻域内最近几点的P次迭代像，提出了一种多步自 适应预测算法.仿真说明，这种算法使得预测速度成倍提高，而预测稳定后得到的误差均方 根序列呈指数增长趋势，这个指数就是该混沌时间序列的Lyapunov指数.关键词：混沌时间序列邻域非线性自适应预测Lyapunov指数
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| 关 键 词： | 混沌时间序列 邻域 非线性自适应预测 Lyapunov指数 |
| 收稿时间： | 2003-01-24 |
| 修稿时间： | 2003-04-05 |
Nonlinear adaptive multi-step-prediction of chaotic time series based on points in the neighborhood |
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| Gan Jian-Chao and Xiao Xian-Ci. Nonlinear adaptive multi-step-prediction of chaotic time series based on points in the neighborhood[J]. Acta Physica Sinica, 2003, 52(12): 2995-3001 |
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| Authors: | Gan Jian-Chao and Xiao Xian-Ci |
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| Abstract: | In this paper a class of nonlinear adaptive multi-step-prediction algorithm base d on the manifold theory was proposed. We have performed the multi-step-predicti on by exploiting images of P-step iterations of several nearest neighbors with t his method. The simulation indicated that this method was available and could im prove the prediction speed, and that the series of the standard deviation of err or after prediction has an exponential growth ratio that is the largest Lyapunov exponent. |
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| Keywords: | chaotic time series neighborhood nonlinear adaptive prediction Lyapunov exponent |
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