[1]王海燕,盛昭瀚.混沌时间序列相空间重构参数的选取方法[J].东南大学学报(自然科学版),2000,30(5):113-117.[doi:10.3969/j.issn.1001-0505.2000.05.025]
 Wang Haiyan,Sheng Zhaohan.Choice of the Parameters for the Phase Space Reconstruction of Chaotic Time Series[J].Journal of Southeast University (Natural Science Edition),2000,30(5):113-117.[doi:10.3969/j.issn.1001-0505.2000.05.025]
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混沌时间序列相空间重构参数的选取方法()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
30
期数:
2000年第5期
页码:
113-117
栏目:
数学、物理学、力学
出版日期:
2000-09-20

文章信息/Info

Title:
Choice of the Parameters for the Phase Space Reconstruction of Chaotic Time Series
作者:
王海燕1 盛昭瀚2
1 东南大学应用数学系,南京 210096; 2 东南大学系统工程研究所,南京 210096
Author(s):
Wang Haiyan1 Sheng Zhaohan2
1 Department of Applied Mathematics, Southeast University, Nanjing 210096
2 Institute of Systems Engineering, Southeast University, Nanjing 210096
关键词:
时间序列 相空间重构 延迟时间间隔 嵌入维数
Keywords:
time series phase space reconstruction delay time lag embedding dimension
分类号:
O41;O175.14;O241.81
DOI:
10.3969/j.issn.1001-0505.2000.05.025
摘要:
对混沌时间序列相空间重构中最佳延迟时间间隔和嵌入维数的选取方法作了综述,提出了同时考虑这2个参数选取的重构展开-虚假邻点法以及预测误差最小法,并以Lorenz系统为例作了验证.
Abstract:
In the phase space reconstruction of chaotic time series, various methods for choice optimal delay time lag and embedding dimension are summarized. The methods of reconstruction expansion-false nearest neighbors and minimum of prediction error are proposed to determine the two parameters at the same times. The applicability of the method is illustrated by Lorenz system.

参考文献/References:

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[11] Ding M,Grebogi C,Ott E,et al.Estimating correlation dimension from chaotic time series:when does plateau onset occur.Physica D,1993,69:404~424
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备注/Memo

备注/Memo:
基金项目:国家自然科学基金资助项目(69874004).
第一作者:男, 1966年生,在职博士研究生,副教授.
更新日期/Last Update: 2000-09-20