According to the issues that the predict errors of chaotic sequences rapidly accumulated in multi-step forecasting which affects the predict accuracy, we proposed a new predict algorithm based on local modeling with variable frame length and interpolation points. The core idea is that, using interpolation method to increase the available sample data, then modeling the chaos dynamics system with least square algorithm which based on the Bernstein polynomial to realize the forecasting. We use the local modeling method, looking for the optimum frame length and interpolation points in every frame to improve the predict peformance. The experimental results show that the proposed algorithm can improve the predictive ability effectively, decreasing the accumulation of iterative errors in multi-step prediction.
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