Volterra-TLS method for chaotic time series prediction

A new Volterra-TLS method for chaotic time series prediction is proposed, which is based on Volterra series model, TLS criterion and iterative TLS algorithm. According to study results, the prediction precision of Volterra-TLS method is not inferior to that of Volterra-NLMS method, while Volterra-TLS method has higher training convergence speed and is more robust against noise.