摘要
时间序列的重构分析是从产生该序列的系统特性的角度提取该时间序列的特征量 ,具有直接、真实和物理意义明确等特点 .在这种分析方法的应用过程中 ,关联积分和关联维的正确、快速计算是重要的第一步 .从分析相空间生构的理论出发 ,剖析了时间序列关联维的计算及应用意义 ,并提出了一种新的关联积分的简化计算方法 ,使关联积分的计算在不牺牲准确度和全局信息的情况下 ,大大减少了计算时间 .
The reconstruction analysis of time series is extracting the characteristic parameters of this time series by the angle of the system which is generating it. This method is direct, realistic and has clear physical meanings. In the application of this method, the correct and fast computation of correlation integal and correlation dimension is most important. This paper analyses the process of phase space reconstruction, and the meaning of the computing and application of correlation dimension. This paper also proposed an improved algorithm to compute the correlation dimension.The result shows the algorithm is much better in reducing computing time. Then, the application of reconstruction analysis of time series can be broaden easily.
基金
教育部博士点基金资助项目! (19990 335 12 )
关键词
关联积分
关联维
低维吸引子
非线性动力学系统
correlation integal
correlation dimension
low\|dimension attractor
non\|linear dynamic syst8
