Long term prediction of non-linear time series using multiresolution wavelet models |
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| Authors: | H. L. Wei |
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| Affiliation: | Department of Automatic Control and Systems Engineering , University of Sheffield , Mappin Street, Sheffield, S1 3JD, UK |
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| Abstract: | The long term prediction of non-linear dynamical time series, based on identified multiresolution wavelet models, from historically observed data sets is investigated and a new direct prediction approach is introduced. Prediction results based on the new direct scheme are compared with those from iterative methods and it is shown that improved predictions can be obtained using the new approach. |
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