中国物理B ›› 2009, Vol. 18 ›› Issue (8): 3287-3294.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

闫华, 魏平, 肖先赐   

  1. School of Electronic Engineering, University of Electronic Science and Technology of China, Chengdu 610054, China
  • 收稿日期:2008-09-03 修回日期:2009-02-23 出版日期:2009-08-20 发布日期:2009-08-20

A method to improve the precision of chaotic time series prediction by using a non-trajectory

Yan Hua(闫华), Wei Ping(魏平), and Xiao Xian-Ci(肖先赐)   

  1. School of Electronic Engineering, University of Electronic Science and Technology of China, Chengdu 610054, China
  • Received:2008-09-03 Revised:2009-02-23 Online:2009-08-20 Published:2009-08-20

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摘要： 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.

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.

Key words: non-trajectory, chaotic time series, prediction

中图分类号:  (Time series analysis)

  • 05.45.Tp
05.45.Pq (Numerical simulations of chaotic systems)