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Chinese Physics, 2007, Vol. 16(11): 3220-3225    DOI: 10.1088/1009-1963/16/11/013
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The improved local linear prediction of chaotic time series

Meng Qing-Fang(孟庆芳), Peng Yu-Hua(彭玉华), and Sun Jia(孙佳)
School of Information Science and Engineering, Shandong University, Jinan 250100, China
Abstract  Based on the Bayesian information criterion, this paper proposes the improved local linear prediction method to predict chaotic time series. This method uses spatial correlation and temporal correlation simultaneously. Simulation results show that the improved local linear prediction method can effectively make multi-step and one-step prediction of chaotic time series and the multi-step prediction performance and one-step prediction accuracy of the improved local linear prediction method are superior to those of the traditional local linear prediction method.
Keywords:  local linear prediction      Bayesian information criterion      state space reconstruction      chaotic time series  
Accepted manuscript online: 
PACS:  05.45.Tp (Time series analysis)  

Cite this article: 

Meng Qing-Fang(孟庆芳), Peng Yu-Hua(彭玉华), and Sun Jia(孙佳) The improved local linear prediction of chaotic time series 2007 Chinese Physics 16 3220

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