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Analyses of Optimal Embedding Dimension and Delay for Local Linear Prediction Model |
| MENG Qing-Fang;PENG Yu-Hua;LIU Yun-Xia;SUN Wei-Feng |
| School of Information Science and Engineering, Shandong University, Jinan 250100 |
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| Cite this article: |
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MENG Qing-Fang, PENG Yu-Hua, LIU Yun-Xia et al 2007 Chin. Phys. Lett. 24 1833-1836 |
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Abstract In the reconstructed phase space, a novel local linear prediction model is proposed to predict chaotic time series. The parameters of the proposed model take the values that are different from those of the phase space reconstruction. We propose a criterion based on prediction error to determine the optimal parameters of the proposed model. The simulation results show that the proposed model can effectively make one-step and multi-step prediction for chaotic time series, and the one-step and multi-step prediction accuracy of the proposed model is superior to that of the traditional local linear prediction.
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| Keywords:
05.45.-a
05.45.Tp
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Received: 19 December 2006
Published: 25 June 2007
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