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Abstract
Based on the short-term predictability of chaotic time series and the adaptive tracking chaotic trajectory of adaptive algorithm, a novel multi-step adaptive prediction method is proposed in this paper to resolve the problem of adjusting the filter parameters of the local adaptive prediction method during multi-step prediction. Simulation results show that this multi-step adaptive prediction method can be successfully used to make multi-step predictions, and its performance is better than that of the local adaptive prediction algorithm.

Keywords:
multi-step adaptive prediction method/

local adaptive prediction method/

chaotic time series
Authors and contacts
Meng Qing-Fang²,

Zhang Qiang¹,

Mu Wen-Ying²
References

Cited By

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[16]	Wang Hong-Wei, Ma Guang-Fu.Prediction of chaotic time series based on fuzzy model. Acta Physica Sinica, 2004, 53(10): 3293-3297.doi:10.7498/aps.53.3293
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Vol. 55, Issue 4 - 2006-02-20

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