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A Recent Approach Incorporating External Forces To Predict Nonstationary Processes

WANG Ge-Li YANG Pei-Cai

大气和海洋科学快报(英文版)2010,Vol.3Issue(3):151-154,4.
大气和海洋科学快报(英文版)2010,Vol.3Issue(3):151-154,4.

A Recent Approach Incorporating External Forces To Predict Nonstationary Processes

A Recent Approach Incorporating External Forces To Predict Nonstationary Processes

WANG Ge-Li 1YANG Pei-Cai 1

作者信息

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摘要

Abstract

Most real-world time series have some degree of nonstationarity due to external perturbations of the observed system; external driving forces are the essential reason that leads to the nonstationarity of dynamics system. In this paper, the authors present a novel technique in which the authors incorporate external forces to predict nonstationary time series. To test the effect, the authors also examined two prediction experiments with an ideal time series from a logistic map and a proxy climate data-set for the past millennium. The preliminary results show that the resulting algorithm has better predictive ability than the one that does not consider the external forces.

关键词

driving forces/nonstationary system/climate prediction

Key words

driving forces/nonstationary system/climate prediction

分类

天文与地球科学

引用本文复制引用

WANG Ge-Li,YANG Pei-Cai ..A Recent Approach Incorporating External Forces To Predict Nonstationary Processes[J].大气和海洋科学快报(英文版),2010,3(3):151-154,4.

基金项目

This research was supported by the National Natural Science Foundation of China(Grant Nos.40940023,41075061 and 40890052) (Grant Nos.40940023,41075061 and 40890052)

大气和海洋科学快报(英文版)

1674-2834

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