Long Term Prediction of Nonlinear Time Series Using Multiresolution Wavelet Models

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Wei, H.L. ; Billings, S.A. (2005)
  • Publisher: Department of Automatic Control and Systems Engineering

The long term prediction of nonlinear 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 conventional iterative methods and it is shown that improved predictions can be obtained using the new approach.
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