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| 混沌经济时间序列的建模与系统识别 | |
| 引用本文： | 王凤兰,闻邦椿. 混沌经济时间序列的建模与系统识别[J]. 经济经纬, 2004, 0(1): 15-17 |
| 作者姓名： | 王凤兰 闻邦椿 |
| 作者单位： | 沈阳大学,辽宁,沈阳,110044;东北大学,辽宁,沈阳,110004 |
| 基金项目： | 国家自然科学基金资助项目(19990501) |
| 摘 要： | 利用时间序列分析方法对混沌经济时间序列进行研究。通过介绍有关时间序列分析的理论及混沌时间序列的建模方法,阐述了混沌经济时间序列中非线性(混沌)信息的提取方法,并对系统进行混沌识别,讨论了混沌系统混沌临界点的区间确定问题。 |
| 关 键 词： | 时间序列 混沌 关联维数 混沌临界点 |
| 文章编号： | 1006-1096(2004)01-0015-03 |
| 修稿时间： | 2003-10-25 |
Model Building and Identification System of Chaotic Economic Time Series |
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| WANG Feng-lan,WEN Bang-chun. Model Building and Identification System of Chaotic Economic Time Series[J]. Economic Survey, 2004, 0(1): 15-17 | |
| Authors: | WANG Feng-lan WEN Bang-chun |
| Affiliation: | WANG Feng-lan~1,WEN Bang-chun~2 |
| Abstract: | Chaotic economic time series are studied by using time series analyzing methods. Some simple theories and methods of building model about chaotic economic time series are introduced in this article. Extracting nonlinear (or chaotic) messages from chaotic time series and identifying system are set forth. In this paper, deciding region of chaotic critical spot on chaotic system is also discussed. Some good results are obtained by testing realistic case and programs calculating. |
| Keywords: | time series chaos correlation dimension chaotic critical spot |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |