| 基于混沌吸引子的时间序列预测 |
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| 引用本文： | 刘洪,李必强.基于混沌吸引子的时间序列预测[J].系统工程与电子技术,1997(2). |
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| 作者姓名： | 刘洪 李必强 |
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| 作者单位： | 合肥工业大学!230009(刘洪)，武汉工学院!430070(李必强) |
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| 摘 要： | 本文提出一种新的时间序列预测技术。对于一个经诊断存在混沌吸引子的时间序列,根据相空间中混沌吸引子的分形等特性,建立依赖于预测点邻界状态的预测模型;综合存在于原时间序列中确定线性趋势的外推结果,实现对原时间序列的短期预测。
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| 关 键 词： | 诊断 时间 序列 预测 |
Chaotic Attractor-Based Time Series Forecasting |
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| Liu HongHefei University of Technology,Li BiqiangWuhan Institute of Technology.Chaotic Attractor-Based Time Series Forecasting[J].System Engineering and Electronics,1997(2). |
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| Authors: | Liu HongHefei University of Technology Li BiqiangWuhan Institute of Technology |
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| Institution: | Liu HongHefei University of Technology,230009Li BiqiangWuhan Institute of Technology,430070 |
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| Abstract: | This paper proposes a new method of time series forecasting, which bases on the chaotic attractor embeded in underlying time series. After having tested that there exists chaos in a detrended time series, the chaotic attractor is searched out by phase space reconstructing, and used to make short forecasting according to the nearby states of the forecasting point and the future of determinant linear trend detrended. |
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| Keywords: | Chaos diagnosis Chaotic attractor Time series Forecasting |
| 本文献已被 CNKI 等数据库收录！ |
