| 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),1997(3). |
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| 作者姓名： | 胡志斌 |
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| 作者单位： | 武汉水利电力学基础课部!宜昌443002 |
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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达一时间序列，计算了它的潜在动力系统的几个特征量，证明这一潜在系统具有非线性混炖行为。
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| 关 键 词： | 重构相空间 混沌 相关维数 柯尔莫戈诺夫熵 |
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),1997(3). |
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| Authors: | Hu Zhibin |
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| Institution: | Dept. of Basic Courses |
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| Abstract: | The methods of detecting nonlinear systems form a time series are introduced and are applied to the time series of Sgnthetical exponent of Shengzheng stock. Some charater quanfities of the potential dynamical system of the time series are calculated and the numrical results show that there is the noulinear chaotic behavior in the potential dynamical system. |
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| Keywords: | reconstrution phase space chaos correlation dimension kolmogrov entropy |
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