| 运用计算机代数研究股指混沌吸引子的特征量 |
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| 引用本文： | 黄东卫,陈汝栋,陈汉军.运用计算机代数研究股指混沌吸引子的特征量[J].天津科技大学学报,2003(Z1). |
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| 作者姓名： | 黄东卫 陈汝栋 陈汉军 |
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| 作者单位： | 天津工业大学理学院，天津工业大学理学院，天津工业大学理学院 天津 300160，天津 300160，天津 300160 |
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| 基金项目： | 天津市教改项目(41)，天津工业大学教改项目与理学院项目(Lzy200302)资助 |
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| 摘 要： | 运用嵌入理论与相空间重构思想,根据Grassberger和Procaccia提出的算法,借助于计算机代数系统Mathematica,分析了近年沪深两市的股指动态系统的混沌特征,计算了其混沌吸引子的关联维数。所编写的程序模块对计算同类的时间序列的关联积分及关联维数有一定的适用性。
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| 关 键 词： | 混沌 吸引子 嵌入理论 G-P算法 Mathematica |
STUDY ON CHARACTERISTIC EXPONENTS OF CHAOTIC ABSORBING SET WITH COMPUTER ALGEBRA |
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| HUANG Dong-wei,CHEN Ru-dong,CHEN Han-jun School of Science,Tianjin Polytechnic University,Tianjin ,China.STUDY ON CHARACTERISTIC EXPONENTS OF CHAOTIC ABSORBING SET WITH COMPUTER ALGEBRA[J].Journal of Tianjin University of Science & Technology,2003(Z1). |
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| Authors: | HUANG Dong-wei CHEN Ru-dong CHEN Han-jun School of Science Tianjin Polytechnic University Tianjin China |
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| Institution: | HUANG Dong-wei,CHEN Ru-dong,CHEN Han-jun School of Science,Tianjin Polytechnic University,Tianjin 300160,China |
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| Abstract: | With applied embedment-theory and rebuilding phase-space method, the paper analyzed
chaotic character of Shanghai and Shenzhen stock components. Using computer algebra system
Mathematica, it calculated the correlation dimensions of absorbing sets according to Grassberger-
Procaccia arithmetic. The package compiled possesses generality in calculating correlation integral
and correlation dimension of similar time series. |
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| Keywords: | chaos absorbing-set embedment-theory G-P arithmetic Mathematica |
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