摘要
用相位随机化的替代数据方法 ,研究了连续混沌动力系统时间序列的非线性检验判定 .研究发现 ,在不同的采样情况下 ,混沌时间序列的非线性特性检验有所差异 ,尤其对于过采样时间序列 ,往往会出现虚假的判断结果 .针对过采样时间序列 ,最好采用能够反映非线性特征的参数 ,作为检验统计量进行检验判断 .
This paper studies the detection of the nonlinearity of time series sampled from continuous dynamics systems by using the surrogate data method. The results show that under the different sampling conditions, the detection finds different nonlinearity of chaotic time series. Especially for the oversampling time series, there can often be some illusive results. For this, we suggest that it is best to apply nonlinear values as testing statistics for detecting nonlinearity of oversampling time series.
出处
《物理学报》
SCIE
EI
CAS
CSCD
北大核心
2005年第3期1059-1063,共5页
Acta Physica Sinica
基金
国家自然科学基金 (批准号 :5 0 3 3 5 0 3 0 )
国家高技术研究发展计划 (批准号 :2 0 0 2AA412 410 )资助的课题 .~~
