Long term prediction of non-linear time series using multiresolution wavelet models

被引：15
|
作者：
Wei, HL [1 ]
Billings, SA [1 ]
机构：
[1] Univ Sheffield, Dept Automat Control & Syst Engn, Sheffield S1 3JD, S Yorkshire, England
来源：
INTERNATIONAL JOURNAL OF CONTROL | 2006年 / 79卷 / 06期
基金：
英国工程与自然科学研究理事会;
关键词：
D O I：
10.1080/00207170600621447
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The long term prediction of non-linear dynamical time series, based on identified multiresolution wavelet models, from historically observed data sets is investigated and a new direct prediction approach is introduced. Prediction results based on the new direct scheme are compared with those from iterative methods and it is shown that improved predictions can be obtained using the new approach.
引用
收藏
页码：569 / 580
页数：12
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