Journal of Systems Engineering and Electronics ›› 2008, Vol. 19 ›› Issue (4): 806-811.
• CONTROL THEORY AND APPLICATION • Previous Articles Next Articles
Li Tianliang, He Liming & Li Haipeng
Online:
Published:
Abstract:
Based on discussion on the theories of support vector machines (SVM), an one-step prediction model for time series prediction is presented, wherein the chaos theory is incorporated. Chaotic character of the time series is taken into account in the prediction procedure; parameters of reconstruction-delay and embedding-dimension for phase-space reconstruction are calculated in light of mutual-information and false-nearest-neighbor method, respectively. Precision and functionality have been demonstrated by the experimental results on the basis of the prediction of Lorenz chaotic time series.
Li Tianliang, He Liming & Li Haipeng. Prediction and analysis of chaotic time series on the basis of support vector[J]. Journal of Systems Engineering and Electronics, 2008, 19(4): 806-811.
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https://www.jseepub.com/EN/Y2008/V19/I4/806