The paper not only studies the noise reduction methods of chaotic time series with noise and its reconstruction techniques, but also discusses prediction techniques of chaotic time series and its applications based on...The paper not only studies the noise reduction methods of chaotic time series with noise and its reconstruction techniques, but also discusses prediction techniques of chaotic time series and its applications based on chaotic data noise reduction. In the paper, we first decompose the phase space of chaotic time series to range space and null noise space. Secondly we restructure original chaotic time series in range space. Lastly on the basis of the above, we establish order of the nonlinear model and make use of the nonlinear model to predict some research. The result indicates that the nonlinear model has very strong ability of approximation function, and Chaos predict method has certain tutorial significance to the practical problems.展开更多
In order to find the convergence rate of finite sample discrete entropies of a white Gaussian noise(WGN), Brown entropy algorithm is numerically tested.With the increase of sample size, the curves of these finite samp...In order to find the convergence rate of finite sample discrete entropies of a white Gaussian noise(WGN), Brown entropy algorithm is numerically tested.With the increase of sample size, the curves of these finite sample discrete entropies are asymptotically close to their theoretical values.The confidence intervals of the sample Brown entropy are narrower than those of the sample discrete entropy calculated from its differential entropy, which is valid only in the case of a small sample size of WGN. The differences between sample Brown entropies and their theoretical values are fitted by two rational functions exactly, and the revised Brown entropies are more efficient. The application to the prediction of wind speed indicates that the variances of resampled time series increase almost exponentially with the increase of resampling period.展开更多
基金Project supported by the National Natural Science Foundation of China(Nos.70271071,19990510,D0200201)
文摘The paper not only studies the noise reduction methods of chaotic time series with noise and its reconstruction techniques, but also discusses prediction techniques of chaotic time series and its applications based on chaotic data noise reduction. In the paper, we first decompose the phase space of chaotic time series to range space and null noise space. Secondly we restructure original chaotic time series in range space. Lastly on the basis of the above, we establish order of the nonlinear model and make use of the nonlinear model to predict some research. The result indicates that the nonlinear model has very strong ability of approximation function, and Chaos predict method has certain tutorial significance to the practical problems.
文摘In order to find the convergence rate of finite sample discrete entropies of a white Gaussian noise(WGN), Brown entropy algorithm is numerically tested.With the increase of sample size, the curves of these finite sample discrete entropies are asymptotically close to their theoretical values.The confidence intervals of the sample Brown entropy are narrower than those of the sample discrete entropy calculated from its differential entropy, which is valid only in the case of a small sample size of WGN. The differences between sample Brown entropies and their theoretical values are fitted by two rational functions exactly, and the revised Brown entropies are more efficient. The application to the prediction of wind speed indicates that the variances of resampled time series increase almost exponentially with the increase of resampling period.
