Local discrete cosine transformation domain Volterra prediction of chaotic time series

Jiashu Zhang, Li Heng-Chao, Xiao Xian-Ci · Chinese Physics · 2004

In this paper a local discrete cosine transformation (DCT) domain Volterra prediction method is proposed to predict chaotic time series, where the DCT is used to lessen the complexity of solving the coefficient matrix. Numerical simulation results show that the proposed prediction method can effectively predict chaotic time series and improve the prediction accuracy compared with the traditional local linear prediction methods.

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