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Chinese Physics, 2005, Vol. 14(1): 49-54    DOI: 10.1088/1009-1963/14/1/011
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Local discrete cosine transformation domain Volterra prediction of chaotic time series

Zhang Jia-Shu (张家树)a, Li Heng-Chao (李恒超)a, Xiao Xian-Ci (肖先赐)b 
a Sichuan Province Key Lab of Signal and Information Processing, Southwest Jiaotong University, Chengdu 610031, China; b Department of Electronic Engineering, University of Electronic Science and Technology of China, Chengdu 610031,China
Abstract  In this paper a local discrete cosine transformation (DCT) domain Volterra prediction method is proposed to predict chaotic time series, where the DCT is used to lessen the complexity of solving the coefficient matrix. Numerical simulation results show that the proposed prediction method can effectively predict chaotic time series and improve the prediction accuracy compared with the traditional local linear prediction methods.
Keywords:  chaotic time series      local prediction      DCT      phase-space reconstruction  
Received:  04 March 2004      Revised:  23 August 2004      Accepted manuscript online: 
PACS:  0545  
Fund: Project supported by National Nature Science Foundation of China (Grant No 60276096), Ministry Foundation of China (Grant Nos 41101040404 and 51435080104QT2201), Basic Research Foundation of Southwest Jiaotong University (Grant No 2001B08)

Cite this article: 

Zhang Jia-Shu (张家树), Li Heng-Chao (李恒超), Xiao Xian-Ci (肖先赐) Local discrete cosine transformation domain Volterra prediction of chaotic time series 2005 Chinese Physics 14 49

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