A new local linear prediction model for chaotic time series

DOI10.1016/J.PHYSLETA.2007.06.010MaRDI QIDQ715993zbMATHOpenAlexFDO

Authors Qingfang Meng, Yuhua Peng

Publication date 19 April 2011

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physleta.2007.06.010

zbMATH Keywords

modelchaotic time serieslocal linear prediction

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10)

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Cites work

• Embedology
• Nonlinear prediction of chaotic time series
• Regular and stochastic motion
• Regularized local linear prediction of chaotic time series
• Second-order Volterra filtering and its application to nonlinear system identification

Cited in

(22)

• Heterogeneous local model networks for time series prediction
• Optimization of global model composed of radial basis functions using the term-ranking approach
• scientific article; zbMATH DE number 5307433 (Why is no real title available?)
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• Equivalence between different local prediction methods of chaotic time series
• Predicting chaotic time series with improved local approximations
• Local functional coefficient autoregressive model for multistep prediction of chaotic time series
• Local averaging optimization for chaotic time series prediction
• Modeling chaotic and spatially extended systems
• Local support vector machine prediction of spatiotemporal chaotic time series
• Improved local linear prediction in chaotic time series
• Local and cluster weighted modeling for time series prediction
• Time Series Prediction Based on Chaotic Attractor
• Chaotic time series prediction: from one to another
• Chaotic time series prediction of full-parameters continued fraction based on quantum particle swarm optimization algorithm
• A new adaptive local linear prediction method and its application in hydrological time series
• Local higher-order Volterra filter multi-step prediction model of chaotic time series
• MODEL SELECTION, CONFIDENCE AND SCALING IN PREDICTING CHAOTIC TIME-SERIES
• scientific article; zbMATH DE number 3907507 (Why is no real title available?)
• Improved time series prediction with a new method for selection of model parameters
• Chaotic Bayesian optimal prediction method and its application in hydrological time series
• scientific article; zbMATH DE number 1846696 (Why is no real title available?)

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