摘要
混沌是一种确定性的非线性运动,它不是随机的但对初始条件敏感依赖,许多领域的研究证实了混沌的存在.应用G-P方法和W o lf算法检验中国进出口贸易的月度序列,数值结果表明国际贸易市场具有非线性和低维混沌,实证为基于系统的混沌特征量建立国际贸易的系统动力学和预报模型提供了理论基础.
Chaos is a deterministic nonlinear structure, which is not a stochastic process, but sensitive dependence on initial conditions. Studies in numerous fields have shown the existence of chaos dynamics. This paper investigates the monthly data of import and export trade in China by applying G＋P procedure and Wolf-algorithm. The numerical results present the evidences that there are nonlinearity and low-dimensional chaos in international trade market and provide new theory for constructing the system dynamics and forecast model of international trade based on chaotic characteristics.
出处
《经济数学》
2005年第3期301-306,共6页
Journal of Quantitative Economics
基金
国家自然科学基金(NO.10471035)
湖南涉外经济学院青年教师基金资助项目
关键词
非线性
关联维
Wolf算法
Chaos, Correlation dimension, Wolf-algorithm
