Local Prediction of Chaotic Time Series Based on Polynomial Coefficient Autoregressive Model

Table 1

The comparative results of different models of Lorenz time series.

Prediction model	RMSE	MAE	NMSE
RBF-OLS (2006) [34]
ERNN (2007) [9]
PSO-LSSVM (2009) [25]
FBMNN (2009) [10]
HE-NARXNN (2010) [11]
IEOP (2010) [33]
CSAA-SVR (2012) [23]
COA-SVR (2012) [24]
ESN (2012) [35]
HR (2012) [35]
WESN (2012) [31]
ARMA-RESN (2013) [8]
RBFNN (2013) [10]
LNF (2013) [21]
IEC-LSSVM (2014) [20]
The proposed LPP
The proposed KLPP