Chaotic Bayesian optimal prediction meth
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Xiao-Hua Yang; Ying Mei; Dun-Xian She; Jian-Qiang Li
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Article
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2011
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Elsevier Science
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English
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The embedding dimension and the number of nearest neighbors are very important parameters in the prediction of chaotic time series. To reduce the prediction errors and the uncertainties in the determination of the above parameters, a new chaos Bayesian optimal prediction method (CBOPM) is proposed b