BANGKOK (REUTERS) - Embattled Thai Prime Minister Yingluck Shinawatra returned to the capital, Bangkok, on Wednesday for traditional New Year celebrations in a display of unity alongside military chiefs before a looming showdown with anti-government protesters.

Demonstrators who accuse Ms Yingluck of being the puppet of her self-exiled brother, former premier Thaksin Shinawatra, have vowed to occupy government ministries and other key sites in Bangkok in their bid to scuttle a snap Feb 2 election.

The protests since late November have pitted the brother and sister's political machine with its base among the rural poor in the north against Bangkok's conservative elite.

It has flared into sporadic violence, and army chief General Prayuth Chan-Ocha refused to rule out a coup after wild clashes outside an election registration centre a week ago. Three people have been killed since Thursday.

Ms Yingluck, who is caretaker leader after calling the snap poll in a bid to defuse the crisis, had spent more than a week outside Bangkok shoring up support in the north but returned to the capital early on Wednesday.

She joined Mr Prayuth and other senior military leaders in paying their respects to retired general Prem Tinsulanonda, the president of King Bhumibol Adulyadej's Privy Council. Mr Prayuth's warning last week was a sobering reminder that the military has staged or attempted 18 coups in 81 years.

In a New Year message aired overnight, Thailand's revered King Bhumibol urged peace, prosperity and unity among Thais.

"Everyone's wishes do not seem to be very different, either for their own sake or for the peace of the country," he said.