AN ALGORITHM OF LOCAL PREDICTION FOR CHAOTIC SEQUENCES WITH VARIABLE FRAME LENGTH  

作　　者：Li Jinlong Lin Jiayu 

机构地区：[1]College of Electronic Science and Engineering,National University of Defense Technology,Changsha 410073,China

出　　处：《Journal of Electronics(China)》2012年第3期345-352,共8页电子科学学刊（英文版）

摘　　要：According to the issues that the predict errors of chaotic sequences rapidly accumulated in multi-step forecasting which affects the predict accuracy, we proposed a new predict algorithm based on local modeling with variable frame length and interpolation points. The core idea is that, using interpolation method to increase the available sample data, then modeling the chaos dynamics system with least square algorithm which based on the Bernstein polynomial to realize the forecasting. We use the local modeling method, looking for the optimum frame length and interpolation points in every frame to improve the predict peformance. The experimental results show that the proposed algorithm can improve the predictive ability effectively, decreasing the accumulation of iterative errors in multi-step prediction.According to the issues that the predict errors of chaotic sequences rapidly accumulated in multi-step forecasting which affects the predict accuracy, we proposed a new predict algorithm based on local modeling with variable frame length and interpolation points. The core idea is that, using in- terpolation method to increase the available sample data, then modeling the chaos dynamics system with least square algorithm which based on the Bernstein polynomial to reMize the forecasting. We use the local modeling method, looking for the optimum frame length and interpolation points in every frame to improve the predict peformance. The experimental results show that the proposed algorithm can improve the predictive ability effectively, decreasing the accumulation of iterative errors in multi-step prediction.

关 键 词：Chaotic sequences forecasting Local modeling Variable frame length Bernstein polynomial Linear interpolation 

分 类 号：TN97[电子电信—信号与信息处理]