摘要
在对混沌时间序列经典局部线性预测的基础上,考虑邻近点变化趋势与预测点变化趋势一致性对预测结果的影响,加入邻近点前一点到邻近点的轨迹与预测点前一点到预测点的轨迹的夹角这一参数来进行预测,提高对混沌时间序列的预测精度.
On the basis of classic linear prediction in chaotic time series, we think the coherence of neighoring point changing trend and predicting point changing trend is important to the forecast result. Adding the angle between the orbit which from the point before neighoring point to neighoring point and the orbit which from the point before predicting point to predicting point, we find the result is more exact.
出处
《杭州师范学院学报（自然科学版）》
2007年第5期337-341,共5页
Journal of Hangzhou Teachers College(Natural Science)
关键词
相空间重构
局部线性预测
邻近点选择
变化趋势一致性
phase space reconstruction
local linear prediction
choice of neighboring points
coherence of changing trend
