参考基于最大Lyapunov指数的单变量混沌时间序列预测方法,提出一种通过选取多个邻近重构向量,预测多变量混沌时间序列的局域法.采用新方法对两个完全不同的Rssler方程的耦合系统,Rssler方程和Hyper Rssler方程的耦合系统的多变量混沌时序进行一步和多步预测,结果表明了该方法的有效性,且算法具有较强的抗噪能力.讨论了参考邻近点数和预测结果的关系.
A method for prediction of multivariable chaotic time series through selecting many neighboring reconstructed vectors is proposed with reference to the method for prediction of single-variable chaotic time series based on maximal Lyapunov exponent. The new method is used to forecast the chaotic time series of two Rssler equations coupled system, Rssler equation and Hyper Rssler equations coupled system for onestep and multistep. Results show that the algorithm can forecast multivariable chaotic time series precisely and has strong anti-chirp ability. The relation between the result and the number of neighbor points is discussed.