Abstract:
Chaotic time series generated by complex systems iscommon in the fields of astronomy, hydrology, meteorology, environment, and finance. The analysis and prediction of chaotic time series play an important role in understanding the characteristics of complex systems and exploring the evolution of systems. This studyintroduces and expounds the research hotspots of chaotic time series analysis and prediction in complex systems, i.e., the research background of chaotic time series in practical complex systems, the dimensionality reduction method of multivariate chaotic time series, the modeling method of noisy chaotic time series, the online modeling methods of nonstationary chaotic time series, and the medium-term and long-term forecasting of chaotic time series. Future research trends arealsosummarized and forecasted.