中文摘要：

0-1测试法是通过离散数据转化变量的线性增长率K（c）的输出值是否趋近于1或0来判断离散序列是否具有混沌特性的新方法.以经典Verhulst种群模型生成的3组时间序列（弱混沌、完全混沌、3-周期）为研究对象,对不同的增长因子!和数据长度N进行序列模拟,验证0-1测试方法的有效性和抗噪性.结果显示：0-1测试法能有效识别Verhulst序列的混沌特征,其中弱混沌序列K（c）值随数据长度的增加不断增大到0.700 3,完全混沌序列的K（c）值趋于1,3-周期序列K（c）值趋于0;进一步对3种序列添加正态白噪声（噪声比=5%）,添加后对应K（c）值的变化不大,说明低强度噪声并不能影响其序列具有的内在非线性特性,即0-1测试法具有一定的抗噪性.

英文摘要：

The 0-1 test method is a new method which the chaos of discrete time series can be determined by the condition that the discrete data transformation variable＇s linear growth rate K （c） approaches to 1 or 0. Three groups of time series （ weak chaos, strong chaos and 3 period-doubling） are generated by classic Verhulst popu- lation model as the research object is to simulate different values of growth factor A and data length N, and test the efficiency anti-noise capacity of this method. The result shows that the 0-1 test method can effectively identi- fy the chaos characteristics of the Verhulst series, the K（c） value of weak chaos series increases to 0. 700 3 as the data length increased, and the K（c） value is approximate to 1 for strong chaos series and 3 period-doubling series＇ K（c） is close to 0. After adding white Gaussian noise （noise ratio = 5% ） to three time series, the corre- sponding K（c） value does not change sic nonlinear characteristics, and the greatly. This suggests that the low intensity noise does not affect its intrin- 0-1 method has a certain resistance to noise.