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| 基于等概率符号分析方法计算互信息确定延迟时间 | |
| 引用本文： | 龙海辉,张佃中. 基于等概率符号分析方法计算互信息确定延迟时间[J]. 计算物理, 2010, 27(3): 468-474 |
| 作者姓名： | 龙海辉 张佃中 |
| 作者单位： | 中南大学 数学科学与计算技术学院, 湖南 长沙 410083 |
| 摘 要： | 用互信息函数确定混沌时间序列相空间重构最佳延迟时间.针对常规符号分析方法计算互信息准确度不高的缺陷,提出等概率符号分析方法计算互信息,即对时间序列按值域大小重排列,再对重排后的序列进行等概率分割,分割的组数由分组经验公式确定,然后取每组的边界值组成符号分析方法的临界点集合进行计算.通过对Lorenz方程和强迫Brusselator振子进行仿真实验,得到的最佳延时与Fraser等概率分格子法得到的结果一致,而算法上更容易实现,证明方法有效. |
| 关 键 词： | 延迟时间 互信息 符号分析 等概率 |
| 收稿时间： | 2009-01-19 |
| 修稿时间： | 2009-05-04 |
Determination of Delay Time with Mutual Information by Equal-probability Symbolic Analysis Method |
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| LONG Haihui,ZHANG Dianzhong. Determination of Delay Time with Mutual Information by Equal-probability Symbolic Analysis Method[J]. Chinese Journal of Computational Physics, 2010, 27(3): 468-474 | |
| Authors: | LONG Haihui ZHANG Dianzhong |
| Affiliation: | School of Mathematics Science and Computing Technology, Central South University, Changsha 410083, China |
| Abstract: | An equal-probability symbolic analysis approach for mutual information function is proposed to improve routine symbolic analysis method.Firstly,the time series are rearranged according to the range from small to large.Then the rearranged time series are divided into several groups by equal-probability step and the number of groups are determined with empirical sub-formula.Finally,a critical point set of symbolic analysis method is made with boundary values of each group.Experiments of Lorenz and forced Brus... |
| Keywords: | delay time mutual information symbolic analysis equal - probability |
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