【摘要】 通过粗粒化方法得到符号序列,如果两个符号序列的条件熵在相对位移为零时达到最小值,那么这两个时间序列可能属于同一个动力学系统.进一步可以判断两个时间序列之间的耦合强度并提取出两个动力学耦合信号之间的内在滞后关系.本文用条件熵算法分析了长江三角洲地区上海、南通、常州、南京和杭州的逐日气温资料,判断这些地区的温度是否属于同一个动力学系统以及它们之间的动力学耦合关系,并提取出它们之间的滞后信息.更多还原

【Abstract】 The conditional entropy of two symbolic sequences which are encoded faithfully from two different time series is minimized at the zero relative shift of the two time series if the two time series have their origins in the same underlying dynamics. This technique is also useful in studying the delayed coupling between different time series. Applications are made to the temperature data derived from five meteorological stations in China, namely Shanghai, Nantong, Changzhou, Nanjing and Hangzhou in order to test the commonality of their underlying dynamics, obtain the relative strength of the dynamics coupling between different variables, and extract the implicit delayed information in the dynamics.更多还原