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定义了两个新的统计量,分别记为Q和R,Q称为动力学自相关因子指数,R称为动力学互相关 因子指数.用Q和R对不同时间序列的动力学“距离”或同一时间序列中不同区段(窗口)的 动力学“距离”进行估算,可以鉴别这些时间序列的动力学属性或它们内在的动力学结构层 次以及复杂性.一些典型实例检验表明,这种方法是有效的.
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关键词:
- 混沌时间序列 /
- 动力学自相关因子指数 /
- 动力学互相关因子指数
Two statistical quantities are proposed in this paper,that is Q and R,Q is calle d the exponent of dynamical autocorrelation factor, and R is called the exponent of dynamical cross_correlation factor. Using Q and R,we can identify the dynami cal property of time series or their implicative dynamical structural levels and complexity by estimating the “distance” between diffierent time series or dif fierent segments of same time series.This method has been verified to be valid b y some typical instances.-
Keywords:
- chaotic time series /
- the exponent of dynamical autocorrelation factor /
- the expon ent of dynamical cross_correlation factor







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