Algorithms Research in the Application of Lorenz Time Series Prediction
Prediction of Lorenz Chaotic Time Series is a vital problem in nonlinear dynamics .Support vector machine (SVM) is a kind of novel machine learning methods based on statistical learning theory, which have been provided an efficient algorithm thought in prediction of Chaotic Time Series. This paper combined SVM with neural network which based on the similarity of structure between SVM and RBF Networks, using SVM to obtain the centers of RBF Networks, then to predict the Lorenz Chaotic Time Series. Simulation results show that the effect is better than other methods.
M. X. Miao and Y. J. Gang, "Algorithms Research in the Application of Lorenz Time Series Prediction", Advanced Materials Research, Vols. 268-270, pp. 1017-1020, 2011