Differential phase space reconstructed for chaotic time series

doi:10.1016/j.apm.2007.12.021

CSpace > 应用数学研究所

	Differential phase space reconstructed for chaotic time series
	Xu, Pengcheng
	2009-02-01
发表期刊	APPLIED MATHEMATICAL MODELLING
ISSN	0307-904X
卷号	33 期号:2 页码:999-1013
摘要	A new numerical differential filter is built to estimate the numerical differential for a chaotic time series and then a differential phase space for the chaotic time series is reconstructed. Correlation dimensions, Lyapunov exponents and forecasting are discussed for the chaotic time series oil the reconstructed differential phase space and oil the delay phase space, respectively. Comparison results show that the numerical results oil the differential phase space are better than that oil the delay phase space. (C) 2007 Elsevier Inc. All rights reserved.
关键词	Differential phase space Delay phase space Correlation dimension Lyapunov exponents Forecasting Recursive least square
DOI	10.1016/j.apm.2007.12.021
语种	英语
WOS研究方向	Engineering ; Mathematics ; Mechanics
WOS类目	Engineering, Multidisciplinary ; Mathematics, Interdisciplinary Applications ; Mechanics
WOS记录号	WOS:000261301400028
出版者	ELSEVIER SCIENCE INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/7211
专题	应用数学研究所
通讯作者	Xu, Pengcheng
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Xu, Pengcheng. Differential phase space reconstructed for chaotic time series[J]. APPLIED MATHEMATICAL MODELLING,2009,33(2):999-1013.
APA	Xu, Pengcheng.(2009).Differential phase space reconstructed for chaotic time series.APPLIED MATHEMATICAL MODELLING,33(2),999-1013.
MLA	Xu, Pengcheng."Differential phase space reconstructed for chaotic time series".APPLIED MATHEMATICAL MODELLING 33.2(2009):999-1013.