%0 Journal Article
%T A Novel Adaptive Multi-step-prediction Method for Chaotic Time Series and Its Applications in Stock Market<br>混沌序列自适应多步预测及在股票中的应用
%A MENG Qing-fang~
%A ZHANG Qiang~
%A MU Wen-ying~
%A <br>孟庆芳
%A 张　强
%A 牟文英
%J 系统工程理论与实践
%D 2005
%I 
%X Based on the short-term predictability of chaotic time series and the adaptive tracking chaotic trajectory of adaptive algorithm,a novel adaptive multi-step-prediction method is proposed to resolve the problem of adjusting filter's parameters of the adaptive prediction method during multi-step prediction in this paper;and this method is used to predict typical chaotic time series and chaotic stock data.During multi-step prediction this method can adjust filter's parameters and get the multi-step prediction value using the data we know.Simulation results show that: this adaptive multi-step-prediction method can be successfully used to make multi-step predictions of typical chaotic time series and stock data,and this method's multi-step-prediction performance is better than the adaptive prediction method's.
%K adaptive multi-step-prediction method
%K chaotic time series
%K stock data<br>自适应多步预测方法
%K 混沌时间序列
%K 股票数据
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=C4820541C2DAAB25&yid=2DD7160C83D0ACED&vid=C5154311167311FE&iid=59906B3B2830C2C5&sid=95D537AC89B28832&eid=68D88C2FCF9C3098&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=1&reference_num=15