Chaotic time series prediction: From one to another

被引：20
|
作者：
Zhao, Pengfei [2 ]
Xing, Lei [1 ]
Yu, Jun [3 ]
机构：
[1] Changchun Univ Technol, Coll Basic Sci, Changchun 130012, Peoples R China
[2] Jilin Univ, Coll Math, Changchun 130012, Peoples R China
[3] Jilin Univ, Coll Comp Sci & Technol, Changchun 130012, Peoples R China
来源：
PHYSICS LETTERS A | 2009年 / 373卷 / 25期
基金：
新加坡国家研究基金会;
关键词：
Local linear prediction model; Phase space reconstruction; Takens embedding theorem; NONLINEAR PREDICTION;
D O I：
10.1016/j.physleta.2009.04.033
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
In this Letter, a new local linear prediction model is proposed to predict a chaotic time series of a component x(t) by using the chaotic time series of another component y(t) in the same system with x(t). Our approach is based on the phase space reconstruction coming from the Takens embedding theorem. To illustrate our results, we present an example of Lorenz system and compare with the performance of the original local linear prediction model. (C) 2009 Elsevier B.V. All rights reserved.
引用
收藏
页码：2174 / 2177
页数：4
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