Local Functional Coefficient Autoregressive Model for Multistep Prediction of Chaotic Time Series

Figure 3

Results of Lorenz time series’ multistep prediction: (a) the functional coefficients’ order; (b) the delay of the lag variable (-coordinate value is equivalent to ); (c) the weight parameter; (d) the number of nearest neighbor points (equivalent to number-). Note: for Figure 4, the delay of the lag variable and the number of nearest neighbor points are the same as this figure, respectively.

(a)

(b)

(c)

(d)