讨论了单变量非线性时间序列、重构相空间和恢复系统非线性动力学特性的方法。在对Lorenz系统的时间序列进行相空间重构的基础上,提出一种相空间重构新方法,即对重构后的相空间再作K-L变换。采用这种方法可以更多地保留系统信息,并消除重构相空间中各向量的相关性。
In this paper, non-linear time series of the single variable, and the methods, through which the phase-space is reconstructed and the nonlinear kinetics characteristics are resumed, are discussed. On the basis of the phase-space reconstruction for time series of Lorenz system, via K-L transformation method, a new method of phase-space reconstruction is put forward. Through this method the most of energy of the original signal is kept, and the correlations among all the vectors are eliminated absolutely.