Computer Science ›› 2016, Vol. 43 ›› Issue (4): 270-273.doi: 10.11896/j.issn.1002-137X.2016.04.055

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Improved Maximal Lyapunov Exponent Chaotic Forecasting Method Based on Markov Chain Theory

LI Xiu-yun and CHEN Shuai   

  • Online:2018-12-01 Published:2018-12-01

Abstract: Forecasting of chaotic time series based on maximal Lyapunov exponent may bring two results,and few litera-tures have studied on it.The paper introduced Markov chain to improve it.The improved method makes the gradient of time series as state variables,builds the state transition matrix on the basis of Markov chain which will be used to verify the evolution direction of the forecasting results,and then chooses the best prediction value based on the evolution of dynamical chaotic systems.At last,the paper verified the improved forecast model using the traffic flow data of Yuwu Highway.The result shows that the improved maximal Lyapunov exponent forecasting method is valid and feasible.

Key words: Chaos,Maximal Lyapunov exponent,Markov chain,Forecasting

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