摘要
仅用一个分形维数来刻画混沌时间序列是不够的 ,必须用多重分形维数谱来描述混沌时间序列在不同层次的奇异测度 .不同文献对沪指和深指的分形维数的计算结果相差甚大 ,其深层次的原因是混沌时间序列的多重分形维数谱的存在 .本文对混沌时间序列多重分形维数的信息谱、奇异谱、动熵谱等问题进行探索 ,并简介其应用 .
It's not enough to use fractal dimension to describe chaotic time series.It is necessary to use multifractal dimension for the description of chaotic time series on different levels of strange spectrums.Different documents have different calculation results of fractal dimension when concerning Shanghai Stock Index and Shenzhen Stock Index,which is due to the existence of multifractal dimension spectrums in chaotic time series. In this treaties,the information spectrums,strange spectrums,dynamic entropy spectrums,etc.are studied and the application of these is briefly introduced.
出处
《广西师范学院学报（自然科学版）》
2003年第2期25-28,共4页
Journal of Guangxi Teachers Education University(Natural Science Edition)
基金
泉州师范学院专款资助科研项目
关键词
信息谱
奇异谱
动熵谱
证券市场
混沌时间序列
information spectrum
strange spectrum
dynamic entropy spectrum
securities market
chaotic time series
