| 时间序列最大Lyapunov指数的计算 |
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| 引用本文： | 李国辉,周世平,徐得名.时间序列最大Lyapunov指数的计算[J].应用科学学报,2003,21(2):127-131. |
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| 作者姓名： | 李国辉 周世平 徐得名 |
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| 作者单位： | 1. 上海大学通信与信息工程学院,上海,200072
2. 上海大学理学院,上海,200436 |
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| 基金项目： | 国家自然科学基金资助项目(69871016) |
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| 摘 要： | 从Lyapunov指数的定义出发，研究了一种快速、高效计算时间序列最大Lyapunov指数方法．通过对几种已知模型的数值模拟表明：最大Lyapunov指数与重构相空间的维数和延迟时间在较大的变化范围能很好符合，重构相空间所需的数据较少，维数较低，使计算在结果保持准确的前提下大大简化．
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| 关 键 词： | 混沌动力学 时间序列 最大Lyapunov指数 重构相空间 维数 延迟时间 |
| 文章编号： | 0255-8297(2003)02-0127-05 |
Computing the Largest Lyapunov Exponent from Time Series |
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| LI Guo-hui,ZHOU Shi-ping,XU De-ming.Computing the Largest Lyapunov Exponent from Time Series[J].Journal of Applied Sciences,2003,21(2):127-131. |
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| Authors: | LI Guo-hui ZHOU Shi-ping XU De-ming |
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| Abstract: | A method to calculate the largest Lyapunov exponent from the observed time series based on its definition is proposed. We have tested it on several known systems, such as the Logistic model, the Henon mapping and the Lorenz system. It is found that the estimated largest Lyapunov exponent from time series has a reasonable good accuracy. More remarkably, the simulation result is independent of the embedding dimension and the delay time to a certain extent. The shorter data and the lower dimension of phase space simplify the computation without significant loss of precision. |
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| Keywords: | Lyapunov exponent phase space reconstruction time series |
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