| Analyses of Optimal Embedding Dimension and Delay for Local Linear Prediction Model |
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| 作者姓名： | 孟庆芳 彭玉华 刘云霞 孙伟峰 |
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| 作者单位： | School of Information Science and Engineering, Shandong University, Jinan 250100 |
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| 基金项目： | Supported by the Scientific Research Foundation for the Returned 0verseas Chinese Scholars of China under Grant No 2004.176.4, and the Natural Science Foundation of Shandong Province under Grant No Z2004G01. |
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| 摘 要： |
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| 关 键 词： | 最佳化 包埋尺寸 线性预报模型 延迟状态 |
| 收稿时间： | 2006-12-19 |
| 修稿时间： | 2006-12-19 |
Analyses of Optimal Embedding Dimension and Delay for Local Linear Prediction Model |
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| MENG Qing-Fang,PENG Yu-Hua,LIU Yun-Xia,SUN Wei-Feng.Analyses of Optimal Embedding Dimension and Delay for Local Linear Prediction Model[J].Chinese Physics Letters,2007,24(7):1833-1836. |
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| Authors: | MENG Qing-Fang PENG Yu-Hua LIU Yun-Xia SUN Wei-Feng |
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| Affiliation: | School of Information Science and Engineering, Shandong University, Jinan 250100 |
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| Abstract: | In the reconstructed phase space, a novel local linear prediction model is proposed to predict chaotic time series. The parameters of the proposed model take the values that are different from those of the phase space reconstruction. We propose a criterion based on prediction error to determine the optimal parameters of the proposed model. The simulation results show that the proposed model can effectively make one-step and multistep prediction for chaotic time series, and the one-step and multi-step prediction accuracy of the proposed model is superior to that of the traditional local linear prediction. |
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| Keywords: | 05 45 -a 05 45 Tp |
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