Local Functional Coefficient Autoregressive Model for Multistep Prediction of Chaotic Time Series

A new methodology, which combines nonparametric method based on local functional coefficient autoregressive (LFAR) form with chaos theory and regional method, is proposed for multistep prediction of chaotic time series. The objective of this research study is to improve the performance of long-term...

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Bibliographic Details
Published in:Discrete Dynamics in Nature and Society
Main Authors: Liyun Su, Chenlong Li
Format: Article
Language:English
Published: Wiley 2015-01-01
Online Access:http://dx.doi.org/10.1155/2015/329487