| 基于n阶平均发散度的混沌时序可预测尺度研究 |
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| 引用本文： | 岳毅宏,王金凤,程国平.基于n阶平均发散度的混沌时序可预测尺度研究[J].系统仿真学报,2004,16(11):2564-2566. |
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| 作者姓名： | 岳毅宏 王金凤 程国平 |
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| 作者单位： | 1. 天津大学管理学院,天津,300072
2. 郑州大学管理科学与工程系,郑州,450002 |
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| 基金项目： | 国家自然科学基金资助项目(No.79970043) |
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| 摘 要： | 深入分析了基于最大Lyapunov指数的混沌时序可预测尺度确定方法,指出了其存在的不足。在此基础上,提出了一种新的基于n阶平均发散度的可预测尺度确定方法。首先给出了n阶平均发散度的定义;然后阐述了新方法的基本原理,并总结了可预测尺度的计算步骤;最后将所提方法应用于电力负荷时序可预测尺度的确定中,通过对预测误差的分析和比较,验证了新方法的有效性。
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| 关 键 词： | n阶平均发散度 最大Lyapunov指数 混沌时序 可预测尺度 电力负荷 |
| 文章编号： | 1004-731X(2004)11-2564-03 |
| 修稿时间： | 2003年11月13 |
Study on the Predictable Size of Chaotic Time Series Based on n-rank Average Divergence Degree |
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| YUE Yi-hong,WANG Jin-feng,CHENG Guo-ping.Study on the Predictable Size of Chaotic Time Series Based on n-rank Average Divergence Degree[J].Journal of System Simulation,2004,16(11):2564-2566. |
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| Authors: | YUE Yi-hong WANG Jin-feng CHENG Guo-ping |
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| Institution: | YUE Yi-hong1,WANG Jin-feng2,CHENG Guo-ping1 |
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| Abstract: | The method of determining predictable size of chaotic time series based on maximal Lyapunov exponent is deeply analyzed, and its defect is also pointed out. On this basis, a novel method used for the determination of predictable size based on n-rank average divergence degree is proposed. Firstly, the definition of n-rank average divergence degree is given. Then, the principle of the new method is demonstrated, and its computing procedure is also summarized. Finally, the suggested method is applied to the predictable size determination of power load time series, and by means of analyzing and comparing the forecast error, the validity of this method is verified. |
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| Keywords: | n-rank average divergence degree maximal Lyapunov exponent chaotic time series predictable size power load |
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