小波分解求取含噪混沌时间序列的关联维数

Determining the Correlation Dimension of Noisy Chaotic Time Series with Wavelet Decomposition

关联维数是一个混沌时间序列分析中很重要的参数,在分析了噪声对关联维数求取的影响后,提出了一种应用小波分解求取含噪混沌时间序列关联维数的方法,数值试验证实了我们这种方法的正确性与可行性。

Correlation dimension is an important parameters in the analysis of chaotic time series. With analyzing the influence of the noise in chaotic time series on determining the correlation dimension, a method of determining the correlation dimension of noisy chaotic time series is proposed, the numeric result has shown that the method is valid.