Applied Mathematics and Mechanics (English Edition) ›› 2006, Vol. 27 ›› Issue (1): 7-14 .doi: https://doi.org/10.1007/s10483-006-0102-1

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PREDICTION TECHNIQUES OF CHAOTIC TIME SERIES AND ITS APPLICATIONS AT LOW NOISE LEVEL

MA Jun-hai, WANG Zhi-qiang, CHEN Yu-shu   

    1. School of Management, Tianjin University, Tianjin 300072, P.R.China;
    2. Tianjin University of Finance \& Economics, Tianjin 300222, P.R.China;
    3. Department of Mechanics, Tianjin University, Tianjin 300072, P.R.China
  • Received:2004-05-08 Revised:2005-09-06 Online:2006-01-18 Published:2006-01-18
  • Contact: MA Jun-hai

Abstract: The paper not only studies the noise reduction methods of chaotic time series with noise and its reconstruction techniques, but also discusses prediction techniques of chaotic time series and its applications based on chaotic data noise reduction. In the paper, we first decompose the phase space of chaotic time series to range space and null noise space. Secondly we restructure original chaotic time series in range space. Lastly on the basis of the above, we establish order of the nonlinear model and make use of the nonlinear model to predict some research. The result indicates that the nonlinear model has very strong ability of approximation function, and Chaos predict method has certain tutorial significance to the practical problems.

Key words: noise reduction, essential characteristic extraction, nonlinear model, predict technology, chaotic time series

2010 MSC Number: 

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