摘要
In the present paper, we propose an approach of combination prediction of chaotic time series. The method is based on the adding-weight one-rank local-region method of chaotic time series. The method allows us to define an interval containing a future value with a given probability, which is obtained by studying the prediction error distribution. Its effectiveness is shown with data generated by Logistic map.
In the present paper, we propose an approach of combination prediction of chaotic time series. The method is based on the adding-weight one-rank local-region method of chaotic time series. The method allows us to define an interval containing a future value with a given probability, which is obtained by studying the prediction error distribution. Its effectiveness is shown with data generated by Logistic map.
基金
Supported by the National Natural Science Foundation of China (Grant Nos. 70271065 and 10201008)
关键词
混沌时间序列
间隔预测
组合预测法
误差分布
概率
chaotic time series, prediction, add-weight one-rank local-region method, interval prediction
