关键词: 时间序列, 预测模型, 混沌理论, 相空间重构

Abstract: Aiming at the prediction precision problem using prediction model for chaotic time series，the 4 prediction models based on chaos theory，such as Radial Basis Function neural network（RBF） model，Lyapunov exponent model，local-region prediction model and Volterra filter model are introduced.Besides，the 4 prediction models are comparative studied.The time series of several typical nonlinear systems are predicted by the 4 prediction models.The simulation results show that the proposed 4 prediction models have effective prediction results for typical nonlinear systems.The RBF model and the Volterra filter model have the better performances on the precision accuracy.

Key words: time series, prediction model, chaos theory, phase space reconstruction