Time series prediction based on chaotic attractor

A new prediction technique is proposed for chaotic time series. The usefulness of the technique is that it can kick off some false neighbor points which are not suitable for the local estimation of the dynamics systems. A time-delayed embedding is used to reconstruct the underlying attractor, and the prediction model is based on the time evolution of the topological neighboring in the phase space. We use a feedforward neural network to approximate the local dominant Lyapunov exponent, and choose the spatial neighbors by the Lyapunov exponent. The model is tested for the Mackey-Glass equation and the convection amplitude of lorenz systems. The results indicate that this prediction technique can improve the prediction of chaotic time series.