用于混沌时间序列预测的分维指数加权一阶局域算法 .pdfVIP

学兔兔 总第47卷 第533期 电测与仪表 、 I．47 No．533 2010年 第05期 Electrical Measurement＆ Instrumentation May。2010 用于混沌时间序列预测的分维指数加权一 阶局域算法术 王振朝，赵晨，张士兵，赵宇茜 (河北大学电信学院，河北保定071002) 摘要：提出分维指数加权一阶局域算法。该算法用最大Lyapunov指数和重构相点各分量所对应的延迟时间的乘 积作为幂，构造一个指数形式的衰减因子，对加权一阶局域法的向量距离公式进行修正。修正后的距离公式不 仅体现了各相点与中心点的相关性，还表示了相点各分量与中心点第一分量的关联程度。利用该算法对Logi。tic 混沌时间序列进行预测的结果表明，相对于现有算法，本文所提算法明显提高了预测精度，而且序列的混沌性 愈强，嵌入维数愈大，改进效果愈明显。 关键词：加权一阶局域法；最大Lyapunov指数；混沌时间序列；预测 中图分类号：TM73 文献标识码：A 文章编号：1001—1390(2010)05—0012—04 Dimension-exponent Adding-weight One-rank Local-region Method for Prediction of Chaotic Time Series WANG Zhen—chao，ZHAO Chen，ZHANG Shi-bing，ZHAO Yu-qian ． (College of Electronic and Information Engineering，Hebei University，Baoding 07 1002，Hebei，China) Abstract：A novel dimension—exponent adding-weight one-rank local-region method is introduced in this paper．An index form attenuation factor composed of the product of the largest Lyapunov exponent and the delay time corresponding to each dimension of the adjacent point，is applied to amend the vector distance formula of original method．The revised distance formula not only expresses different relevance of each phase points and the center point，but also the correlation between each dimension of this phase points and the first dimension of the center point．The Logistic chaotic time series are forecasted using this improved method，the results show that the prediction accuracy is improved in the proposed method compared to the original one．Besides，the more chaotic the time series is，and the greater the embedding di