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Chin. Phys. B, 2009, Vol. 18(8): 03287    DOI: 10.1088/1674-1056/18/8/032
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A method to improve the precision of chaotic time series prediction by using a non-trajectory

Yan Hua, Wei Ping, Xiao Xian-Ci
School of Electronic Engineering, University of Electronic Science and Technology of China, Chengdu 610054, China
Abstract  Due to the error in the measured value of the initial state and the sensitive dependence on initial conditions of chaotic dynamical systems, the error of chaotic time series prediction increases with the prediction step. This paper provides a method to improve the prediction precision by adjusting the predicted value in the course of iteration according to the evolution information of small intervals on the left and right sides of the predicted value. The adjusted predicted result is a non-trajectory which can provide a better prediction performance than the usual result based on the trajectory. Numerical simulations of two typical chaotic maps demonstrate its effectiveness. When the prediction step gets relatively larger, the effect is more pronounced.
Keywords:  prediction      non-trajectory      chaotic time series  
Received:  03 September 2008      Revised:  23 February 2009      Published:  20 August 2009
PACS:  05.45.Tp (Time series analysis)  
  05.45.Pq (Numerical simulations of chaotic systems)  

Cite this article: 

Yan Hua, Wei Ping, Xiao Xian-Ci A method to improve the precision of chaotic time series prediction by using a non-trajectory 2009 Chin. Phys. B 18 03287

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