关键词: 相空间重构, 分形预测, 拼贴定理, 分形插值, 低压电力线噪声序列

Abstract: An improved fractal prediction algorithm based on phase space reconstruction sample selection method is proposed.This algorithm chooses the embedding dimension and delay time obtained from the phase space reconstruction as the data samples selection basis，employs the iterative collage theorem and interpolation algorithm to implement the fractal time series forecasting，and sets up the fractal forecasting model of the time series at the same time.The effectiveness of the improved algorithm is checked by using it in L-PLC noise series forecasting.The results show that the prediction accuracy is improved.The improved algorithm optimizes the method of data sample selecting and improves the similarity of data samples，so it is more suitable to the prediction of time series with uncertain statistical self-similarity and uncertain periodicity.

Key words: phase-space reconstruction, fractal prediction, collage theorem, fractal interpolation, low-voltage power line noise sequence