| 一种非线性时间序列的关联维快速算法 |
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| 引用本文： | 温晓通,孟丽艳,朱劲松,姚力.一种非线性时间序列的关联维快速算法[J].北京师范大学学报(自然科学版),2005,41(4):358-361. |
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| 作者姓名： | 温晓通 孟丽艳 朱劲松 姚力 |
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| 作者单位： | 北京师范大学信息科学与技术学院,100875,北京 |
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| 摘 要： | 为了解决经典的优化Grassberger-Procaccia关联维算法存在的运算量大、耗费时间长且在实际中难以应用的问题,提出了一种关联维快速算法.结果表明,该快速算法在误差很小的范围内,速度却可提高上百甚至上千倍,为关联维计算的实际应用开辟了新的前景.
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| 关 键 词： | 非线性时间序列 关联维 快速算法 |
| 收稿时间： | 2004-10-08 |
| 修稿时间： | 2004年10月8日 |
A FAST ALGORITHM OF CORRELATION DIMENSION IN NONLINEAR TIME SERIES |
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| Wen Xiaotong,Meng Liyan,Zhu Jinsong,Yao Li.A FAST ALGORITHM OF CORRELATION DIMENSION IN NONLINEAR TIME SERIES[J].Journal of Beijing Normal University(Natural Science),2005,41(4):358-361. |
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| Authors: | Wen Xiaotong Meng Liyan Zhu Jinsong Yao Li |
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| Institution: | College of Information Science and Technology, Beijing Normal University, 100875. Beijing |
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| Abstract: | The optimized classic Grassberger-Procaccia correlation dimension algorithm involves tremendous calculation, time-consuming and limited practicability. To overcome the shortcomings, a fast algorism of correlation dimension is introduced in this paper. The results show that this algorithm can increase the calculating speed hundreds or thousands of times in a small error range. All of these indicate a new prospect for the practical use of correlation dimensional calculation. |
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| Keywords: | nonlinear time series correlation dimension fast algorism |
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