基于粒子滤波的混沌时间序列局域多步预测Particle filtering based local multi-step prediction for chaotic time series
姜娇娇,郭俊,杨淑莹
摘要(Abstract)：
对混沌时间序列进行预测研究具有重要的价值和实用性,例如,进行股票预测,降雨量预测,温度预测。混沌时间序列预测的难点在于其不确定性和多步预测的困难性。一般利用最小二乘法求解模型参数,从而对混沌时间序列进行局域预测,但是预测精度不是很高。为了提高局域线性预测的精度,提出基于粒子滤波(PF)的混沌时间序列局域多步预测法,利用粒子滤波进行参数优化得到更准确的优化模型进行多步预测。仿真实验结果表明,该方法的单步和多步预测效果明显得到了提升。
关键词(KeyWords)： 局域线性预测;混沌时间序列;粒子滤波;多步预测;邻近点;预测误差
基金项目(Foundation): 国家自然科学基金(61001174);; 天津市科技支撑和天津市自然基金(13JCYBJC17700)~~
作者(Author): 姜娇娇,郭俊,杨淑莹
DOI: 10.16652/j.issn.1004-373x.2018.01.010
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