| Combination prediction method of chaotic time series |
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| 作者姓名： | ZHAO DongHua RUAN Jiong CAI ZhiJie |
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| 作者单位： | Institute of Mathematics and Laboratory of Nonlinear Model and Method, Fudan University, Shanghai 200433, China |
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| 基金项目： | Supported by the National Natural Science Foundation of China (Grant Nos. 70271065 and 10201008) |
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| 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.
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| 关 键 词： | 混沌时间序列 间隔预测 组合预测法 误差分布 概率 |
| 收稿时间： | 4 April 2006 |
| 修稿时间： | 2006-04-042006-09-27 |
Combination prediction method of chaotic time series |
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| ZHAO DongHua RUAN Jiong CAI ZhiJie.Combination prediction method of chaotic time series[J].Chinese Science Bulletin,2007,52(4):570-573. |
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| Authors: | Zhao DongHua Ruan Jiong Cai ZhiJie |
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| Institution: | (1) Institute of Mathematics and Laboratory of Nonlinear Model and Method, Fudan University, Shanghai, 200433, China |
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| Abstract: | 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. |
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| Keywords: | chaotic time series prediction add-weight one-rank local-region method interval prediction |
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