2015
DOI: 10.1155/2015/329487
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Local Functional Coefficient Autoregressive Model for Multistep Prediction of Chaotic Time Series

Abstract: A new methodology, which combines nonparametric method based on local functional coefficient autoregressive (LFAR) form with chaos theory and regional method, is proposed for multistep prediction of chaotic time series. The objective of this research study is to improve the performance of long-term forecasting of chaotic time series. To obtain the prediction values of chaotic time series, three steps are involved. Firstly, the original time series is reconstructed inm-dimensional phase space with a time delayτ… Show more

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