基于混沌理论的时间序列分析-应用数学专业论文.docxVIP

西南交通大学硕士研究生学位论文 西南交通大学硕士研究生学位论文 第1页 摘 要 f混沌理论己被证明是解决非线性问题的重要的，行之有效的理论方 法。混沌动力系统的奇异吸引子所具有的无穷自相似性使混沌理论和分 形学自然紧密联系。基于混沌理论的非线性时间序列分析跳出了传统的 建立主观模型的局限，通过时间序列的内在规律作出分析与预测。J本文 在时间序列坐标延迟后重构的相间中，作出重构函数的等价定义，提高 了预测的可操作性；并在此基础上，引入了加权距离来刻画预测向量的 邻近点，保证了邻近点的相似性。用多邻近点的预测值的平均化来改进 传统的零阶预测，得到一个无偏预测，并作出邻近点个数选择的阀值。 ／Lyapunov指数定量刻画混沌离散动力系统的平均发散程度，基于 Lyapunov指数作出了一步预测的误差估计，以此来定量反映预测的可靠 性：根据奇异吸引子流形的性质，创造性的提出残差补充法，对预测值 作出修正以降低误差，提高预测精确性。i‘ 运用非参数统计的方法，作出混沌时间序列在特定概率限的区间预 测，弥补了传统点预测的不足，使预测的适用性得以提高。并通过数据 实证验证了本文的理论方法。 始讯甲阱列。瓷凇瞧飙聃刹户～ 铆．、彦： L吨‘y(j AbstractChaotic Abstract Chaotic theory has been proved to be an important and useful t婶ory algorithm．The natural tightly connection between chaos and fracture is due to the infinite similarities of strange attractor of chaotic dynamic system． Nonlinear time series analysis based 011 chaotic theory croSS through traditional frame of subj ective model，draw out prediction on on the inner rules of chaotic time series data． In this article，an equivalent definition of reconstruct function is drew in the state space reconstruct by time delay chaotic time series，that lead the prediction more conveniently．Then introduce a weighted distance to depict neighbour points of prediction which insured the similarity of the neighbour points．With the help of several neighbour points，a average unbiased prediction is got，which is more accurate than traditional prediction． Lyapunov exponent depict the discrete extent of chaotic dynamic system． There propose an estimation of one step prediction error based on Lyapunov exponent，the estimation express the reliability of prediction numerically． At the same time，in order to improve the predictive precision it drew out an error complement methods creatively to correct one step prediction． With the answer of one step prediction，a creative interval prediction is got by the applied of non·parameter statistics method．Point prediction pay attention to prediction precision while interval prediction to reliability．The later enlarged th