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

Table 1

The comparative results of different models of Lorenz time series .

Multistep prediction	Prediction model	RMSE	perr
6-step prediction	CERNN (2008) [29]
	The proposed LFAR (test data = 500)
100-step prediction	OOB-DMS (2014) [35]
	The proposed LFAR (test data = 450)
300-step prediction	OOB-DMS (2014) [35]
	RBF (2014) [30]
	PSORBF (2014) [30]
	The proposed LFAR (test data = 450)
450-step prediction	The proposed LFAR (test data = 450)