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3下载:
假近邻法(False Nearest Neighbor, FNN)计算嵌入维的Matlab程序
文件夹说明:
Main_FNN.m - 程序主函数,直接运行此文件即可
LorenzData.dll - 产生Lorenz时间序列
PhaSpaRecon.m - 相空间重构
fnn_luzhenbo.dll - 假近邻计算主函数
SearchNN.dll - 近邻点搜索
buffer_SearchNN_1.dll - 近邻点搜索缓存1
buffer_Search
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16下载:
1、该工具箱包括了混沌时间序列分析与预测的常用方法,有:
(1)产生混沌时间序列(chaotic time series)
Logistic映射 - \ChaosAttractors\Main_Logistic.m
Henon映射 - \ChaosAttractors\Main_Henon.m
Lorenz吸引子 - \ChaosAttractors\Main_Lorenz.m
Duffing吸引子 - \ChaosAttractors\Main_Duffing.m
Duffin
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C-C算法应用关联积分能够同时估计出时间延迟和嵌入维数,是相空间重构的前提。
本程序通过C-C算法计算duffing方程产生的混沌时间序列的时间延迟和嵌入维数。-CC algorithm is used to simultaneously estimate the correlation integral time delay and embedding dimension, is a prerequisite for phase space reconstruction.
T
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1下载:
混沌工具箱
C-C方法计算时间延迟和嵌入维数
混沌时间序列预测-Chaos Toolbox CC method to calculate time delay and embedding dimension of chaotic time series prediction
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GP算法计算时间序列想空间重构的最佳嵌入维数和延迟时间-GP algorithm space reconstruction time series like the best embedding dimension and delay time
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混沌时间序列分析中的G-P方法,用来计算相空间重构用到的关联维和嵌入维数-Chaotic time series analysis of the G-P method, used to calculate the phase-space reconstruction using the correlation dimension and embedding dimension
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应用改进的CC法求取时间延迟和嵌入维数,效果不错-The modified CC method to strike a time delay and embedding dimension, good results
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算embedding dimension.
可檢驗時間序列數據的embedm fnn1 fnn2-embedding dimension
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在重构相空间的基础上计算吸引子的分形维时,合适的嵌入维m和时间滞后τ的选取至关重要.在虚假邻域概念基础上,本文给出了确定m和τ的方法.较之以前的方法,此方法更准确、简单、容易理解、易实施,对较小样本数据集也可靠.最后的应用实例验证了理论的正确性.-In the reconstructed phase space based on the calculation of the fractal dimension of attractor, the appropriate embedding dim
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混沌工具箱(matlab):
产生混沌时间序列
求时延(delay time)
求嵌入维(embedding dimension)
求关联维(correlation dimension)
等等.....
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INPUTES:
y: y is vector of values(time series data)
tau: embedding lag of state space reconstruction. When you have not
any information about tau please let it zero. The code will calculates
the tau.
m: m is embedding dimension. If yo
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关于求混沌嵌入维的程序,matlab上运行-Embedding dimension of chaotic process
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相空间重构参数选择 延迟时间和嵌入维数-Phase space reconstruction parameters delay time and embedding dimension
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计算lyapunov指数谱,可设置嵌入维度,延迟时间和迭代次数等参数,输出为lyapunov指数谱。-Lyapunov index calculated spectrum can be set embedding dimension, delay time and number of iterations and other parameters, the output index for the lyapunov spectrum.
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嵌入维数自适应最小二乘支持向量机
状态时间序列预测方法
Condition Time Series Prediction Using Least Squares Support Vector Machine
with Adaptive Embedding Dimension
针对航空发动机状态时间序列预测中嵌入维数难于有效选取的问题, 提出一种基于嵌入维数自适应
最小二乘支持向量机( L SSVM ) 的预测方法。该方法将嵌入维数作为影响状态时间序列预测精度的重要参
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该程序用于求解时间延迟t和嵌入维数m,该方法不同于自相关函数法和gp法,可以同时求解出两个量t和m的值,非常方面,在求解lyapunov指数时经常用到该方法-The procedure used to solve the time delay t and the embedding dimension m, the method is different from the self-correlation function gp method can solve the two quantiti
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计算延迟时间t和嵌入维数m的matlab程序,该程序为转载,用于计算洛伦兹函数的程序-Calculate the delay time t and the embedding dimension m matlab program, the program is reproduced, the procedure used to calculate the Lorentz function
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Programm FNN calculates the embedding dimension f a time serie using the method of false nearest neighbors.
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使用matlab编写的用wolf法求Lyapunov指数的算法程序
假近邻法(False Nearest NeighborFNN)计算嵌入维的Matlab程序
一类基于奇异值分解的Lyapunov指数计算方法-Matlab program using Matlab prepared wolf method and the Lyapunov exponent of the false nearest neighbor algorithm program (False Nearest Nei
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cao算法,可以确定嵌入维数,从而实现相空间重构-Cao algorithm, embedding dimension of time series can be determined, so as to realize the phase space reconstruction
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