管理科学:面对复杂性——混沌时序经济动力系统重构技术

Management Science to Face with Complicated Problems——the Reconstruction Technology of the Chaotic Timeseries for the Economic Dynamical System

研究基于时间序列的非线性混沌经济系统动力学行为的识别方法，其中包括相位随机化、时序关联维数与Ｌｙａｐｕｎｏｖ指数的计算方法及嵌入空间矩阵的本征值分解等。

In this paper the identification method for the nonlinear chaotic economic dynamical system based on timeseries is studied,and include the method of phaserandomized,the calculation method of its dimension,Lyapunov exponent and the singularvalue decomposition for the technology is studied carefully.