摘要
】给出了根据经济时序动力系统实测数据的分形及混沌特性关联维数的统计估计,嵌入维数与分维数及计算中研究与计算程序,并建议了嵌入维数及计算点数的选出方法。
The paper presents a new method about statistic estimation.The relationship about embedding dimension are studied carefully.According to the theory the concrete paradigram,as well as the selected method of calculating length of the economic time series were proposed.The proposed method in this paper was proved by calculating examples to be effective.
出处
《管理科学学报》
1998年第4期15-19,43,共6页
Journal of Management Sciences in China
关键词
非线性
混沌经济时序
分形
管理科学
nonlinear,statistic estimation,chaotic economic timeseries,fractral