针对非线性时间序列,提出一种基于多维泰勒网的时间序列预测方法。其特点在于利用非线性时间序列的观测数据,通过多维泰勒网得到??元一阶多项式差分方程组,在无需待预测系统的任何先验知识和机理的情况下获得动力学特性描述,实现对非线性时间序列的预测。最后分别采用Lorenz混沌时间序列,以及某大型建筑在顶升施工安全性监测中的结构振动响应数据进行实证研究,所得结果表明了该方法的有效性。
For the nonlinear time series, a time series prediction method based on multi-dimensional Taylor network is proposed. The characteristics of this method is that based on the observed data of the nonlinear time series,??-variables first order polynomial difference equations of the system are obtained by the multi-dimensional Taylor network, and the dynamic characteristics can be described without prior knowledge and mechanism of the system, thus realizing the prediction of the nonlinear time series. The Lorenz chaotic time series and the structural vibration response data in lift-up construction safety monitoring are used to show the effectiveness of this method.