Improved adding weight first order local prediction method for chaotic time series
Peng Yuhua · Computer Engineering and Applications Journal · 2007
Adding weight first order local prediction method is the most usually used method to predict chaotic time series.Based on phase space delay-coordinate reconstruction of a chaotic dynamics system,an improved adding weight first order local prediction method is proposed to predict chaotic time series in this paper.Simulation results show that the improved method can effectively make multi-step and one-step prediction of chaotic time series and the multi-step prediction performance and one-step prediction accuracy of the improved method are superior to those of the adding weight first order local prediction method.