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上海证券市场混沌特征分析
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作者 邹香清 《现代管理科学》 CSSCI 2010年第1期88-89,93,共3页
文章利用David Ruelle提出的相空间重构技术和Wolf算法计算出了上证综合指数日收益率的Lyapunov指数,利用P·Grassberger和I·Procaccia提出的时间序列关联维数的G-P算法计算出上证综指日收益率序列的关联维数。得出上海证券市... 文章利用David Ruelle提出的相空间重构技术和Wolf算法计算出了上证综合指数日收益率的Lyapunov指数,利用P·Grassberger和I·Procaccia提出的时间序列关联维数的G-P算法计算出上证综指日收益率序列的关联维数。得出上海证券市场具有明显的非线性混沌特征的结论。 展开更多
关键词 混沌:空间 LYAPUNOV指数 关联维数
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Optimization of support vector machine power load forecasting model based on data mining and Lyapunov exponents 被引量:7
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作者 牛东晓 王永利 马小勇 《Journal of Central South University》 SCIE EI CAS 2010年第2期406-412,共7页
According to the chaotic and non-linear characters of power load data,the time series matrix is established with the theory of phase-space reconstruction,and then Lyapunov exponents with chaotic time series are comput... According to the chaotic and non-linear characters of power load data,the time series matrix is established with the theory of phase-space reconstruction,and then Lyapunov exponents with chaotic time series are computed to determine the time delay and the embedding dimension.Due to different features of the data,data mining algorithm is conducted to classify the data into different groups.Redundant information is eliminated by the advantage of data mining technology,and the historical loads that have highly similar features with the forecasting day are searched by the system.As a result,the training data can be decreased and the computing speed can also be improved when constructing support vector machine(SVM) model.Then,SVM algorithm is used to predict power load with parameters that get in pretreatment.In order to prove the effectiveness of the new model,the calculation with data mining SVM algorithm is compared with that of single SVM and back propagation network.It can be seen that the new DSVM algorithm effectively improves the forecast accuracy by 0.75%,1.10% and 1.73% compared with SVM for two random dimensions of 11-dimension,14-dimension and BP network,respectively.This indicates that the DSVM gains perfect improvement effect in the short-term power load forecasting. 展开更多
关键词 power load forecasting support vector machine (SVM) Lyapunov exponent data mining embedding dimension feature classification
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Human action recognition based on chaotic invariants 被引量:1
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作者 夏利民 黄金霞 谭论正 《Journal of Central South University》 SCIE EI CAS 2013年第11期3171-3179,共9页
A new human action recognition approach was presented based on chaotic invariants and relevance vector machines(RVM).The trajectories of reference joints estimated by skeleton graph matching were adopted for represent... A new human action recognition approach was presented based on chaotic invariants and relevance vector machines(RVM).The trajectories of reference joints estimated by skeleton graph matching were adopted for representing the nonlinear dynamical system of human action.The C-C method was used for estimating delay time and embedding dimension of a phase space which was reconstructed by each trajectory.Then,some chaotic invariants representing action can be captured in the reconstructed phase space.Finally,RVM was used to recognize action.Experiments were performed on the KTH,Weizmann and Ballet human action datasets to test and evaluate the proposed method.The experiment results show that the average recognition accuracy is over91.2%,which validates its effectiveness. 展开更多
关键词 chaotic system action recognition chaotic invariants dynamic time wrapping (DTW) relevance vector machines(RVM)
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