基于混沌吸引子的时间序列预测方法及其应用

介绍相空间重构技术以及混沌吸引子的关联维数的计算方法，阐述了基于混沌吸引子的特性基础上的预测原理及预测模型，指出了已有预测模型的不足，提出改进意见并给出具体算法。然后，用Lorenz 系统所产生的时间序列作为样本，进行了预测，给出了3种模型的预测结果，并作了比较。最后，指出了还存在一些相关问题。

Chaotic Attractor-Based Time Series Forecasting Method and Its Application

The phase space reconstruction technique and the computation method of chaotic attractor's correlation dimensions are introduced. The forecasting principle and the forecasting model based on the peculiarities of chaotic attractors are expounded, deficiencies existing in the present model are disclosed, and modification opinions and a concrete algorithm are put forward. Then, using the time series from Lorenz system as samples for forecasting, the results of three forecasting models are presented for comparison, and some problems remained to be resolved are pointed out.