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Original Articles

Long term prediction of non-linear time series using multiresolution wavelet models

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Pages 569-580 | Received 12 Feb 2005, Accepted 08 Feb 2006, Published online: 20 Feb 2007
 

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.

Acknowledgment

The authors gratefully acknowledge that this work was supported by EPSRC(UK).

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