A novel approach in predicting non-stationary time series by combining external forces

被引：1

作者：

Wang GeLi ^{[1
]}

Yang PeiCai ^{[1
]}

Bian JianChun ^{[1
]}

Zhou XiuJi ^{[2
,3
]}

机构：

[1] Chinese Acad Sci, Lab Middle Atmosphere & Glotal Environm Observat, Inst Atmospher Phys, Beijing 100029, Peoples R China

[2] Chinese Acad Meteorol Sci, Beijing 100081, Peoples R China

[3] State Key Lab Severe Weather, Beijing 100081, Peoples R China

来源：

CHINESE SCIENCE BULLETIN | 2011年 / 56卷 / 28-29期

基金：

中国国家自然科学基金;

关键词：

driving force; non-stationary system; climate prediction; time series prediction; NONLINEAR PREDICTION; SYSTEMS;

D O I：

10.1007/s11434-011-4638-1

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

In this paper, we investigate a novel technique that reconstructs the observed time series and incorporates driving forces. Furthermore, to illustrate and test the technique, we consider a couple of predictive experiments using ideal time series provided by the logistic and Lorenz systems with specific driving forces. The preliminary results show this approach can improve prediction proficiency to some extent, and the external forces play a similar role to that of state variables.

引用

页码：3053 / 3056

页数：4

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