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| PREDICTION TECHNIQUES OF CHAOTIC TIME SERIES AND ITS APPLICATIONS AT LOW NOISE LEVEL | |
| 引用本文： | 马军海,王志强,陈予恕. PREDICTION TECHNIQUES OF CHAOTIC TIME SERIES AND ITS APPLICATIONS AT LOW NOISE LEVEL[J]. 应用数学和力学(英文版), 2006, 27(1): 7-14. DOI: 10.1007/s 10483-006-0102-1 |
| 作者姓名： | 马军海 王志强 陈予恕 |
| 作者单位： | [1]School of Management, Tianjin University, Tianjin 300072, P.R.China; [2]Tianjin University of Finance ＆ Economics, Tianjin 300222, P.R.China; [3]Department of Mechanics, Tianjin University, Tianjin 300072, P.R.China; |
| 摘 要： | The paper not only studies the noise reduction methods of chaotic time series with noise and its reconstruction techniques,but also discusses prediction techniques of chaotic time series and its applications based on chaotic data noise reduction.In the paper,we first decompose the phase space of chaotic time series to range space and null noise space.Secondly we restructure original chaotic time series in range space.Lastly on the basis of the above,we establish order of the nonlinear model and make use of the nonlinear model to predict some research.The result indicates that the nonlinear model has very strong ability of approximation function,and Chaos predict method has certain tutorial significance to the practical problems. |
| 关 键 词： | 混乱时间序列 低噪音水平 噪音衰减 重建技术 数学分析 非线性模型 微分方程 |
| 收稿时间： | 2004-05-08 |
| 修稿时间： | 2005-09-06 |
Prediction techniques of chaotic time series and its applications at low noise level |
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| Jun-Hai Ma,Zhi-Qiang Wang,Yu-shu Chen. Prediction techniques of chaotic time series and its applications at low noise level[J]. Applied Mathematics and Mechanics(English Edition), 2006, 27(1): 7-14. DOI: 10.1007/s 10483-006-0102-1 | |
| Authors: | Jun-Hai Ma Zhi-Qiang Wang Yu-shu Chen |
| Affiliation: | 1. School of Management, Tianjin University, Tianjin 300072, P.R.China;Tianjin University of Finance & Economics, Tianjin 300222, P.R.China 2. School of Management, Tianjin University, Tianjin 300072, P.R.China 3. Department of Mechanics, Tianjin University, Tianjin 300072, P.R.China |
| Abstract: | The paper not only studies the noise reduction methods of chaotic time series with noise and its reconstruction techniques,but also discusses prediction techniques of chaotic time series and its applications based on chaotic data noise reduction.In the paper,we first decompose the phase space of chaotic time series to range space and null noise space.Secondly we restructure original chaotic time series in range space.Lastly on the basis of the above,we establish order of the nonlinear model and make use of the nonlinear model to predict some research.The result indicates that the nonlinear model has very strong ability of approximation function,and Chaos predict method has certain tutorial significance to the practical problems. |
| Keywords: | chaotic time series noise reduction essential characteristic extraction nonlinear model predict technology |
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