经济时序动力系统的分形及混沌特性研究

Study on the fractral and chaotic of the economic time series

给出根据经济时序动力系统实测数据分形及混沌特性分维数的概率统计估计 ,算法的误差分析 ,相关参数对分维数计算影响程度的分析 ,计算中所取点数与分维数之间关系的研究与计算程序 ,并建议分维数、嵌入维数及计算点数的选出方法 .

The paper presents a new method about statistic estimation, error analysis of fractral. The relationship about embedding dimension and fractral dimension, the calculating length and fractral 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.