A Chaotic Prediction Method to Time Series Data

Author:

Liu Bin Sheng1,Wang Ying2,Hu Xue Ping1

Affiliation:

1. Harbin Engineering University

2. Heilongjiang Commercial School

Abstract

There are many ways to predict drinking water quality such as neural network, gray model, ARIMA. But the prediction precise is need to improve. This paper proposes a new forecast method according the characteristic of drinking water quality and the evidence showed that the prediction is effectively. So it is able to being used in actual prediction.

Publisher

Trans Tech Publications, Ltd.

Subject

General Engineering

Reference8 articles.

1. Ma Haijun. Application Study on Reconstruction of Chaotic Time Series and Prediction of Shanghai Stock Index. Systems Engineering-theory & Practice. 2003, 8(12): 86-94.

2. Su Chengjian. Study of Nonlinear Behavior on Price and Volatility of Chinese Stock Markets. Mathematics In Practice and Theory. 2006, 36(2): 141-148.

3. Katarzyna Brzozowska-Rup, Arkadiusz Orłowski. Application of Bootstrap to Detecting Chaos in Financial Time Series. Physica A: Statistical Mechanics and its Applications. 2004, 344(2): 317-321.

4. Nv Jinhu. Chaos time series analysis and its application [M]. Wu Han university publication. 2002: 60-62.

5. James McNames. Local Averaging Optimization for Chaotic Time Series Prediction. Neurocomputing. 2002, 48(2): 279-297.

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