相空间重构中延迟时间选取的新算法

根据Takens提出的嵌入理论,对比研究在相空间重构过程中对延迟时间选取的若干方法,提出一种新的平均位移-互信息联合算法.在互信息函数的具体计算上,引入二叉树的方法划分和标记网格,克服了以往算法繁琐、难以编程实现的缺点,并通过判断稀疏网格所占比例控制划分层数,获得较高的精度.最后通过对R ssler系统和Lorenz系统的数值仿真,证明算法具备更高的可行性与准确度.

An Improved Algorithm for Choosing Delay Time in Phase Space Reconstruction

With embedding theorem proposed by Takens,we study methods for choosing proper delay time in phase space reconstruction of chaotic time series.A united method to incorporate advantages of average displacement and mutual information is put forward.In mutual information calculation we employ binary tree coding to divide and mark grids which makes it implemented easily.We determine layer numbers according to percentages of sparse grid.Numerical experiments of R ssler and Lorenz systems verifies accaracy of the method.