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Combination prediction method of chaotic time series

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Chinese Science Bulletin

Abstract

In the present paper, we propose an approach of combination prediction of chaotic time series. The method is based on the adding-weight one-rank local-region method of chaotic time series. The method allows us to define an interval containing a future value with a given probability, which is obtained by studying the prediction error distribution. Its effectiveness is shown with data generated by Logistic map.

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Authors and Affiliations

  1. Institute of Mathematics and Laboratory of Nonlinear Model and Method, Fudan University, Shanghai, 200433, China

    Zhao DongHua, Ruan Jiong & Cai ZhiJie

Authors
  1. Zhao DongHua
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  2. Ruan Jiong
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  3. Cai ZhiJie
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Corresponding author

Correspondence to Ruan Jiong.

Additional information

Supported by the National Natural Science Foundation of China (Grant Nos. 70271065 and 10201008)

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Cite this article

Zhao, D., Ruan, J. & Cai, Z. Combination prediction method of chaotic time series. CHINESE SCI BULL 52, 570–573 (2007). https://doi.org/10.1007/s11434-007-0097-0

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  • DOI: https://doi.org/10.1007/s11434-007-0097-0

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