期刊文献+

基于小波变换和混沌理论的复杂系统状态预测方法研究

Forecasting Method of Complex System Conditions Based on Wavelet Transformation and Chaos Theory
在线阅读 下载PDF
导出
摘要 应用小波变换和混沌理论对复杂系统状态预测方法进行了研究.首先,应用小波变换对系统的特征参数序列进行分解,得到低频部分和高频部分.然后,对低频部分和高频部分做进一步分析,以确认低频部分和高频部分都存在混沌特性.再应用混沌理论分别建立低频部分和高频部分的预测模型,对低频部分和高频部分进行预测.最后,应用小波理论对混沌模型预测的结果予以重构,实现对系统特征参数序列的预测.实例研究表明,此方法具有较高的预测精度,可有效地应用于复杂系统的状态预测和故障趋势预测分析. Based on wavelet transformation and chaos theory, this paper presents a condition forecasting method for complex systems. Firstly, using wavelet decomposition theory, the system feature reference data series are decom- posed into two parts : low frequency part and high frequency part. Further analysis on the two parts indicates that there exists a chaos feature in the both parts. Then, by using chaos theory, chaotic forecasting models are established to forecast the low frequency and high frequency parts respectively. Finally, forecasting results of the chaotic models are reconstructed based on wavelet theory so as to forecast the system feature reference data series. Case study shows that the proposed method is of high precision, and can be effectively applied to condition forecasting and fault trend fore- cast analysis of complex systems.
出处 《信息与控制》 CSCD 北大核心 2007年第1期6-9,共4页 Information and Control
关键词 状态预测 小波变换 复杂系统 混沌 condition forecasting wavelet transformation complex system chaos
  • 相关文献

参考文献6

  • 1殷光伟,郑丕谔.应用小波理论进行股市预测[J].系统工程理论方法应用,2004,13(6):543-547. 被引量:10
  • 2Rosenstein M T,Collins J J,De Luca C J.A practical method for calculating largest Lyapunov exponents from small data sets[J].Physica D,1993,65(1 -2):117 - 134.
  • 3Cao L Y.Practical method for determining the minimum embedding dimension of a scalar time series[J].Physica D,1997,121 (1 -2):43 -50.
  • 4Cao L,Mees A,Judd K.Dynamics from multivariate time series[J].Physica D,1998,121(1 -2):75 -88.
  • 5Takens F.Detecting strange attractors in fluid turbulence[A].Dynamical Systems and Turbulence[C].Berlin:Springer-Verlag,1981.336 -381.
  • 6Sauer T,Yorke J A,Casdagli M.Embedology[J].Journal of Statistical Physics,1991,65(3 -4):579 -616.

二级参考文献7

  • 1Peters E E. Fractal market analysis:applying chaos theory to investment and economics. New York:John Wiley&Sons, 1996.
  • 2Rosenstein M T, Collins J J, DeLuca C J. A practical method for calculating largest Lyapunov exponents from small data sets[J]. Physica D, 1993,65:117-134.
  • 3Cao L. Practical method for determining the minimum embedding dimension of a scalar time series[J].Physica D,1997,121:75-88.
  • 4Cao L. Mees A, Judd K. Dynamics from multivariate time series[J]. Physica D,1998,110:43-50.
  • 5Cao L, Soofi A S. Nonlinear deterministic forecasting of daily dollar exchange rates[J]. International Journal of Forecasting, 1999, (15): 421 - 430.
  • 6Takens F. Detecting strange attractors in fluid turbulence [A]. Dynamical Systems and Turbulence,Lecture Notes in Mathematics [C]. Berlin: SpringerVeriag, 1981,898.
  • 7Sauer T, Yorke T A, Casdagli M. Embedology[J].Journal of Statistical Physics, 1991, (65): 579- 616.

共引文献9

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部