Prediction of Chaotic Time Series of RBF Neural Network Based on Particle Swarm Optimization

Radial basis function (RBF) neural network has very good performance on prediction of chaotic time series, but the precision of prediction is great affected by embedding dimension and delay time of phase-space reconstruction in the process of predicting. Based on hereinbefore problems, we comprehensive optimize embedding dimension and delay time by particle swarm optimization, to get the optimal values of embedding dimension and delay time in RBF single-step and multi-step prediction models. In addition, we made single step and multi-step prediction to the Lorenz system by this method, the results show that the prediction accuracy of optimized prediction model is obvious improved.