A Novel Nonlinear Time Series Prediction Method and its Application in Structural Vibration Response Prediction

Abstract

A novel nonlinear time series prediction method is proposed in this paper. This prediction method is based on the Multi-dimensional Taylor Network. The structure of the Multi-dimensional Taylor Network is introduced firstly. The Multi-dimensional Taylor Network provides a new method to predict the nonlinear time series. The prediction model based on the Multi-dimensional Taylor Network can realize the prediction of the nonlinear time series just with input-output data without the system mechanism, and it can describe the dynamic characteristics of the system. Finally, the new prediction method is applied in the structural vibration response prediction. Results indicate the validity and the better prediction accuracy of this method.