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基于时间序列的相空间重构算法及验证(二) 被引量:8

The algorithm and chick of phase-space reconstruction dased on the time series(2)
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摘要 很多非线性系统的外部特性通常只能是某个单变量的时间序列.采用延迟坐标状态空间这种相空间重构方法,对非线性系统中的单一时间序列进行分析,从中恢复出系统内部存在的非线性动力学特性.对两个关键参数的选择做了大量的理论分析研究.用某些经典的混沌系统对这些算法进行了验证,结果表明程序计算的实际值和理论值基本一致. The external characteristic of many non-linear systems is only a certain fonn time series of variable usually. The delay-coordinate method is adopted to reconstructed the space phase, and to analyze the single time series in the non-linear systems and resume the nonlinear kinetics characteristics. The A large number of theory analysis are made and research which can chose the two keys-parameters. Some classical chaotic systems are used to check formula, the result indicate the values calculated by the programs accord with the theory values.
作者 王妍 徐伟
出处 《山东大学学报(工学版)》 CAS 2005年第6期89-94,共6页 Journal of Shandong University(Engineering Science)
关键词 时间序列 相空间重构 算法 time series phase-space reconstruction algorithm
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