【摘要】 给出了一种根据经济时序动力系统实测数据的最佳嵌入维数选出的新方法 ,在此基础上提出连续时序动力系统采样时间间隔τ的最佳选出范围 ,并给出相应的计算程序 ,其对低维时序动力系统和高维时序动力系统同样有效 .算例也表明了该方法有效更多还原

【Abstract】 This paper presents a new method of the statistic estimation of fractal dimension.We know that quality is constrained by both the embedding dimension and,more importantly,by the delay time τ.For a given embedding dimension and finite timeseries,there exists a maximum allowed delay time beyond which the size of the scaling region is no longer reliably discernible.We derived an upper bound for this maximum delay time.Numerical calculating results on several model chaotic timeseries support the theoretical argument.They also clearly indicate the different roles played by the embedding dimension and the delay time in the reconstruction.According to the theory the concrete paradigm,as well as the selected method of calculating the length of the economic timeseries were proposed.The proposed method in this paper was proved to be effective by calculating examples .更多还原