Multivariate Chaotic Time Series Prediction Based on Radial Basis Function Neural Network
In this paper, a new predictive algorithm for multivariate chaotic time series is proposed. Considering the correlations among time series, multivariate time series instead of univariate ones are taken as the inputs of predictive model. The model is implemented by a radial basis function neural network. To determine the number of model inputs, C-C method is applied to construct the embedding of the chaotic time series by choosing delay time window. The annual river runoff and annual sunspots are used in the simulation, and the proposed method is proven effective and valid.
KeywordsTime Series River Runoff Radial Basis Function Neural Network Multivariate Time Series Nonlinear Time Series
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