相空间重构中最优时滞确定方法研究  

Study on the method for determining optimal time delayin phase space reconstruction

作　　者：王金凤[1] 岳毅宏[2] 

机构地区：[1]郑州大学管理科学与工程系,河南郑州450002 [2]天津大学管理学院,天津300072

出　　处：《系统工程与电子技术》2004年第9期1219-1221,共3页Systems Engineering and Electronics

基　　金：国家自然科学基金资助课题(79970043)

摘　　要：针对自相关函数法在确定相空间重构最优时滞中存在的缺点,提出了一种改进方法。该方法对自相关函数进行了扩展,并借助于信息熵来确定时滞值的上限,因而能够同时判别时间序列中存在的线性自相关与非线性自相关。在理论分析的基础上,给出了新方法的应用步骤。最后,通过电力系统短期负荷的预测,验证了该方法的有效性。In view of the defect of autocorrelation function method for determining optimal time delay in phase space reconstruction, an improved method is proposed. In this method, autocorrelation function is extended. The upper boundary of time delay value is determined by means of information entropy. Therefore, the novel method can identify the linear autocorrelation and the nonlinear autocorrelation existing in time series at the same time. On the basis of theoretical analysis, the application steps of the suggested method are given. In the end, the validity of this method is verified through short-term prediction of power load.

关 键 词：时滞 自相关函数 非线性自相关 信息熵 负荷预测 

分 类 号：O231.2[理学—运筹学与控制论]