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Prediction of chaotic time series using least square support vector machines
Author(s): 
Pages: 26-30
Year: Issue:  3
Journal: Journal of Yueyang Normal University

Keyword:  混沌时间序列 支持向量机 最小二乘支持向量机 核函数;
Abstract: 提出了最小二乘支持向量机混沌时间序列预测方法,并研究了三种混沌信号的预测性能。该方法在优化指标中采用了平方项,且只有等式约束,将传统支持向量机求解二次规划问题转化为求解线性方程组,因而简化了计算复杂性。仿真实验结果表明该方法预测模型参数选择容易、在较大范围内取值时对预测误差影响很小,而且即使在输入维数m小于Takens嵌入定理所确定的维数时,也具有很好的预测性能。
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