According to the noise in the nonlinear systems and shortage of chaotic prediction method at present, this paper presents a local linear adaptive prediction algorithm based on the kernel function of wavelet decomposition. This method using wavelet transformation has a unique multi-scale analysis capability, decomposed the singular into low frequency part and high frequency part, thereby it can reduce the degree of nonlinear time series and make the issue easy to analyze and predict. Analysis of each part indicates that there exists a chaos feature. Then novel local linear predicting models based on kernel function are established, this model is equivalent to estimate high-complicated nonlinear chaotic series by high-complicated nonlinear function in the origin phase space, and can predict chaotic sequence more exactly.  At last, forecasting results of the chaotic models are reconstructed which is based on wavelet theory, so as to forecast the system feature reference data series. The following simulation results show the effectiveness of the method described.


    Zugriff

    Zugriff prüfen

    Verfügbarkeit in meiner Bibliothek prüfen

    Bestellung bei Subito €


    Exportieren, teilen und zitieren



    Titel :

    Prediction of Chaotic Time Series Based on Kernel Function and Multi-scales Wavelet Transform


    Beteiligte:
    Gao, Lan (Autor:in) / Hua, Qing (Autor:in) / Fu, Yixiang (Autor:in) / Zhou, Jinyong (Autor:in) / Song, Qingguo (Autor:in)


    Erscheinungsdatum :

    01.05.2008


    Format / Umfang :

    352695 byte




    Medientyp :

    Aufsatz (Konferenz)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch



    Single-Step Prediction of Chaotic Time Series Using Wavelet-Networks

    Garcia-trevino, E. / Alarcon-Aquino, V. | IEEE | 2006


    Chaotic Signal Denoising Based on Threshold Selection of Wavelet Transform

    Han, M. / Liu, Y.-h. / Xi, J.-h. et al. | British Library Online Contents | 2005



    Predicting Chaotic Time Series Using Adaptive Wavelet-Fuzzy Inference System

    Lin, Y. / Wang, F.-Y. / Institute of Electrical and Electronics Engineers | British Library Conference Proceedings | 2005


    Prediction of multivariate chaotic time series via radial basis function neural network

    Chen, D. / Han, W. | British Library Online Contents | 2013