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

Figure 9

Multistep prediction results of Mackey-Glass time series: (a) the order of changed functional coefficients; (b) changed delay of the lag variable; (c) changed number of nearest neighbor points; (d) changed radius of the neighbors. Note: to speed up computation, we break off the computation when the prediction error values are large and set .

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