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- Title
Residual GM(1,1) Model-Based Prediction Method for Chaotic Time Series.
- Authors
Lu Jianshan; Wang Changming; Zhang Aijun; Xie Xiaomin
- Abstract
Aiming at the problems existing in previous grey-chaos prediction methods, with phase space reconstruction theory and residual GM(1,1) model, a novel prediction method based on L1 norm of reconstructed phase points is proposed in the paper. For chaotic time series, phase space delay coordinate reconstitution theory is applied to reconstruct phase space firstly, and then residual GM(1,1) model is used to study the change law of phase point LI norm, finally predicted values of time series are obtained with the Li norm inverse solution. To test the prediction method, three criteria of MAPE, MSE and FEM are employed here. And at the end, simulation with measured data from stabilized platform experiment demonstrates that the newly proposed method is effective, and it can overcome the difficulties existing in some previous grey-chaos prediction methods.
- Subjects
PREDICTION models; CHAOS theory; TIME series analysis; GREY relational analysis; PHASE space; SIMULATION methods &; models; MATHEMATICAL analysis
- Publication
Journal of Grey System, 2012, Vol 24, Issue 4, p379
- ISSN
0957-3720
- Publication type
Article