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基于非参数局部线性核估计的混沌预测

Analysis of Chaos Forecasting Based on Local Linear Kernel Estimation
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摘要 将非参数局部线性核估计引入混沌时间序列预测,利用其优良的估计和预测能力,极大地提高了混沌时间序列的预测精度,并从理论上证明了一些传统的混沌序列预测方法仅仅是该方法的特殊形式。实证表明,该方法对典型的混沌时间序列可以做到非常精确的预测,对股票市场这类复杂经济系统也具有良好的预测能力。 This paper introduces method of local linear kernel estimation to the chaos time series forecasting to improve the forecasting accuracy. The judgment that the classical OLS method that describes the relationship between benchmark point and evolvement point is the particular form of the new method has been proved. The forecasting examples of Lorenz and stock trade volume series also demonstrate that the new method can get great forecasting accuracy for both typical chaos system and complex economy system.
作者 谭地军 田益祥
机构地区 电子科技大学管理学院
出处 《系统管理学报》 北大核心 2007年第4期437-441,共5页 Journal of Systems & Management
关键词 混沌 预测 局部线性核估计 chaos forecasting local linear kernel estimation
分类号 N941.7 [自然科学总论—系统科学]
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参考文献12

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系统管理学报
2007年 第4期

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