Combination prediction method of chaotic time series

被引：7
|
作者：
Zhao DongHua
Ruan Jiong [1 ]
Cai ZhiJie
机构：
[1] Fudan Univ, Inst Math, Shanghai 200433, Peoples R China
[2] Fudan Univ, Lab Nonlinear & Method, Shanghai 200433, Peoples R China
来源：
CHINESE SCIENCE BULLETIN | 2007年 / 52卷 / 04期
关键词：
chaotic time series; prediction; add-weight one-rank local-region method; interval prediction;
D O I：
10.1007/s11434-007-0097-0
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 the present paper, we propose an approach of combination prediction of chaotic time series. The method is based on the adding-weight one-rank local-region method of chaotic time series. The method allows us to define an interval containing a future value with a given probability, which is obtained by studying the prediction error distribution. Its effectiveness is shown with data generated by Logistic map.
引用
收藏
页码：570 / 573
页数：4
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