| 时间序列的非线性测试及其应用 |
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| 引用本文： | 胡志斌. 时间序列的非线性测试及其应用[J]. 三峡大学学报(自然科学版), 1998, 0(4) |
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| 作者姓名： | 胡志斌 |
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| 作者单位： | 武汉水利电力大学（宜昌）基础课部 |
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| 摘 要： | 介绍了时间序列的非线性测试的方法，并应用于深圳股票综合指数这一时间序列，计算了它的潜在动力系统的最大李雅普诺夫指数，证明这一潜在系统具有非线性混沌行为．
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| 关 键 词： | 重构相空间；混沌；李雅普诺夫指数；自相关函数 |
Detecting Nonlinear Systems from a Time Series and Its Application |
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| Hu Zhibin. Detecting Nonlinear Systems from a Time Series and Its Application[J]. Journal of China Three Gorges University(Natural Sciences), 1998, 0(4) |
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| Authors: | Hu Zhibin |
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| Affiliation: | Dept. of Basic Courses |
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| Abstract: | The method of detecting nonlinear systems from a time series is introduced and is applied to the time serise of synthetical exponent of Shenzhen stock.The maximum Lyapunov exponent of the potential dynamical system of the time series is calculated, and the numerical results show that there is the nonlinear chaotic behavior in the potential dynamical system. |
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| Keywords: | reconstruction phase space chaos Lyapunov exponent autocorrelation function |
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