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混沌时间序列多步自适应预测方法
A novel multi-step adaptive prediction method for chaotic time series
【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.
【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.
【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;
【Key words】 multi-step adaptive prediction method; local adaptive prediction method; chaotic time series;
【Key words】 multi-step adaptive prediction method; local adaptive prediction method; chaotic time series;
- 【文献出处】 物理学报 ,Acta Physica Sinica , 编辑部邮箱 ,2006年04期
- 【分类号】TP11
- 【被引频次】48
- 【下载频次】734