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中文摘要：
针对混沌理论中非线性时间序列相空间重构的理论和方法,提出一种估计嵌入维数和延迟时间的新算法,采用矢量空间平均位移法确定延迟时间;基于混沌吸引子上邻近点之间距离随着时间增加最终趋于饱和的特性,估算非线性时间序列相空间重构的嵌入维数.实例表明,该算法可以有效估计非线性时间序列的相空间重构参数.
英文摘要：
Aimed at phase space reconstruction theory and method for nonlinear time series given by chaos theory,a novel algorithm was proposed to estimate the embedding dimension and time delay.The time delay was first determined with the method of average displacement of vector space,and then,the embedding dimension of phase space reconstruction was estimated by using the characte ristics of chaotic attractor that the distance of between upper adjacent two points of the chaotic attractor would finally arrive at one saturated state as time went on. The simulation results of application suggested that the proposed algorithm could effectively estimate the reconstruction parameters for nonlinear time series.
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