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机构地区:[1]Management School, Tianjin University [2]Tianjin University of Finance and Economics, Tianjin 300222, P.R.China [3]Mechanical Engineering School, Tianjin University, Tianjin 300072, P.R.China
出 处:《Applied Mathematics and Mechanics(English Edition)》2005年第4期449-456,共8页应用数学和力学(英文版)
基 金:ProjectsupportedbytheNationalNaturalScienceFoundationofChina(No.70271071);theNa tionalNaturalScienceFoundationofChina(GreatProject)(No.19990510)andtheScienceFoun dationofTianjinMunicipalCommissionofEducation(No.20041702)
摘 要:Fractal characters and fractal dimension of time series created by repeller in complicated system were studied and the time series were reconstructed by applying the theory of phase space reconstruction for chaotic time series. The influence of zero_mean treatment, Fourier filter on prediction for time series were studied. The choice of prediction sample affects the relative error and the prediction length which were also under good concern. The results show that the model provided here are practical for the modeling and prediction of time series created by chaotic repellers. Zero_mean treatment has changed prediction result quantitatively for chaotic repeller sample data. But using Fourier filter may decrease the prediction precision. This is theoretical and practical for study on chaotic repeller in complicated system.Fractal characters and fractal dimension of time series created by repeller in complicated system were studied and the time series were reconstructed by applying the theory of phase space reconstruction for chaotic time series. The influence of zero_mean treatment, Fourier filter on prediction for time series were studied. The choice of prediction sample affects the relative error and the prediction length which were also under good concern. The results show that the model provided here are practical for the modeling and prediction of time series created by chaotic repellers. Zero_mean treatment has changed prediction result quantitatively for chaotic repeller sample data. But using Fourier filter may decrease the prediction precision. This is theoretical and practical for study on chaotic repeller in complicated system.
关 键 词:complicated system saddle point CHAOTIC REPELLER reconstruction technique
分 类 号:N941.4[自然科学总论—系统科学]
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