Chaotic time series have chaotic characteristics of unpredictability and pseudo-randomness,which leads to the difficulty of multi-step prediction.This paper discusses the recursive multi-step prediction theory of chaotic time series based on support vector regression model and its application.Firstly,the support vector regression model and the recursive multi-step prediction theory of chaotic time series are introduced.Then,the theory is applied to logistic map and sunspot chaotic time series for empirical analysis.The results show that the greater the number of prediction steps,the greater the mean square error and the normalized mean square error,and the smaller the R2.The logistic map recursion has a predictable number of steps of about 14 and the sunspot recursion has a predictable number of steps of about 6.Finally,some suggestions are put forward for the follow-up research work.
维普
万方数据