时间序列的非线性测试及其应用

Detecting Nonlinear Systems from a Time Series and Its Application

介绍了时间序列的非线性测试的方法，并应用于深圳股票综合指数达一时间序列，计算了它的潜在动力系统的几个特征量，证明这一潜在系统具有非线性混炖行为。

The methods of detecting nonlinear systems form a time series are introduced and are applied to the time series of Sgnthetical exponent of Shengzheng stock. Some charater quanfities of the potential dynamical system of the time series are calculated and the numrical results show that there is the noulinear chaotic behavior in the potential dynamical system.