从混沌时间序列同时计算关联维和Kolmogorov熵

COMPUTING FRACTAL DIMENSION AND THE KOLMOGOROV ENTROPY FROM CHAOTIC TIME SERIES

在ＧＰ算法的基础上提出用最小二乘法从时间序列同时计算出关联维和Ｋｏｌｍｏｇｏｒｏｖ熵的方法。对混沌系统，从本方法得出的关联维是最优的，同时也得到了Ｋｏｌｍｏｇｏｒｏｖ熵的稳定估计。并用Ｒｏｓｌｅｒ吸引子和Ｌｏｒｅｎｚ吸引子为例证实了这一算法。

On the basis of the G P algorithm it proposes an optimal algorithm for computing simultaneously the correlation dimension and the Kolmogorov entropy from time series.The correlation dimension obtained from this method is optimal and the stable estimation of the Kolmogorov entropy is also obtained.The applicability of the method is illustrated with two examples,viz.,the Lorenz attractor and Rossler attractor.