Prediction and analysis of chaotic time series on the basis of support vector

Based on discussion on the theories of support vector machines(SVM),an one-step prediction model for time series prediction is presented,wherein the chaos theory is incorporated.Chaotic character of the time series is taken into account in the prediction procedure;parameters of reconstruction-delay and embedding-dimension for phase-space reconstruction are calculated in light of mutual-information and false-nearest-neighbor method,respectively.Precision and functionality have been demonstrated by the experimental results on the basis of the prediction of Lorenz chaotic time series.