A combination forecasting model to chaotic time series

作者：Liu Bin Sheng; Pan Qi Shu

来源：5th International Conference on Wavelet Analysis and Pattern Recognition, 2007-11-02 to 2007-11-04.

• Lyapunov exponent
• adding-weight one-rank local-region method
• Fourier transform
• combination model

Chaotic lime series exist in many natural economic phenomenons. The commonly used forecast methods including adding-weight one-rank local-region method and forecast method based on the maximum Lyapunov exponent. The first method which could cause the forecast showing a smooth trend and the forecast result of the second method may have a drastic change in the trend. So the scope of application of these two methods is different. In the prediction of Road day traffic time series, the time series is smooth overall and it also contains rich volatility. For this characteristic, a combination forecasting model is proposed in this paper based on organic combination of the two methods. It call solve the determination of the embedding dimension ill chaos forecast and the evidence showed that the prediction is effectively.

• 出版日期2007
• 单位哈尔滨工程大学