基于相点距离集的相空间重构嵌入维数确定法  

METHOD OF DETERMINING EMBEDDING DIMENSION IN PHASE-SPACE RECONSTRUCTION BASED ON DISTANCE SET OF PHASE POINTS

作　　者：岳毅宏[1] 韩文秀[1] 王健[1] 

机构地区：[1]天津大学管理学院,天津300072

出　　处：《机械工程学报》2005年第10期35-38,共4页Journal of Mechanical Engineering

基　　金：国家自然科学基金资助项目(79970043)。

摘　　要：分析了FNN-L方法存在的不足,提出了一种新的基于相点距离集的相空间重构嵌入维数确定方法,称之为FNN-D方法。从理论上系统地阐述了该方法的基本原理及算法过程。在此基础上,总结了其具体的计算步骤。最后基于电力负荷时间序列对所提方法的特性进行了研究,模拟结果表明:新方法具有对重构时间延迟的不敏感特性;同时,通过与FNN-L方法的比较,验证了FNN-D方法所选择的嵌入维数更为恰当。The defects of FNN-L method are analyzed, and a novel FNN-D method of determining embedding dimension in phase-space reconstruction based on distance set of phase points is proposed. The principle and algorithm procedure of this method are systematically demonstrated from theory aspect On this basis, its calculating steps are summarized. In the end, the characteristics of the suggested method are investigated based on power load time series. Simulation results show that the new method isn＇t sensitive to time delay of phase-space reconstruction; At the same time, by means of comparing with FNN-L method, the fact that FNN-D method can choose more orooer embeddiw, dimension is verified.

关 键 词：FNN-L方法 FNN-D方法 距离集 时间序列 嵌入维数 时间延迟 电力负荷 

分 类 号：TN751[电子电信—电路与系统]