港口集装箱吞吐量时间序列的分形分析

Analysis on Port Container Throughput Time Series Fractal Characteristics

针对港口集装箱吞吐量的非线性特征,引入非线性理论中的分形时间序列分析方法,通过关联维定量表示港口集装箱吞吐量的复杂性,通过hurst指数研究港口集装箱吞吐量的长程相关性。以深圳港的集装箱吞吐量时间序列为例,计算的关联维为2.1543,hurst指数为0.9367,说明深圳港的集装箱吞吐量存在分形特征和长程相关性。

Based on the nonlinear characteristics of port container throughput, a method of fractal time series analysis in nonlinear theory is introduced. The paper uses correlation dimension calculation to evaluate the complexity of port container throughput, uses Hurst index to analyze long-term dependence of port container throughput and takes Shenzhen port container throughput as an example. The result shows that the correlation dimension is 2.154 3 and the Hurst index is 0.936 7. It indicates that Shenzhen port container throughput has fractal characteristics and long-term dependence.