Nonlinear prediction of short-term electrical load on multivariate time series

Load forecasting model may be founded by phase space reconstruction to univariate time series in chaotic theory.But in practical process,one may not absolutely make sure the scale time series is enough to reconstruct phase space,specially noises existing.So multivariate time series is extended from univariate time series in order to reconstruct multivariate time series.Simultaneously delay time and embedding dimension are counted.Then local linear forecasting model is established.The result shows the method is given better effect.