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Description: 混沌时间序列工具箱,matlab程序
包括计算延迟时间,嵌入维,预测的各种计算程序
比较全面,完整的程序
相信通过他你会更加了解混沌时间序列!
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Size: 577800 |
Author: dxmboy88 |
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Description: 吕金虎等编写的《混沌时间序列分析及其应用》
目前来说是最权威的一本书了,非常的经典,
可以说是学习混沌时间序列不可缺少的一本书!
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Size: 2884462 |
Author: dxmboy88 |
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Description: 1、该工具箱包括了混沌时间序列分析与预测的常用方法,有:
(1)产生混沌时间序列(chaotic time series)
Logistic映射 - \ChaosAttractors\Main_Logistic.m
Henon映射 - \ChaosAttractors\Main_Henon.m
Lorenz吸引子 - \ChaosAttractors\Main_Lorenz.m
Duffing吸引子 - \ChaosAttractors\Main_Duffing.m
Duffing2吸引子 - \ChaosAttractors\Main_Duffing2.m
Rossler吸引子 - \ChaosAttractors\Main_Rossler.m
Chens吸引子 - \ChaosAttractors\Main_Chens.m
Ikeda吸引子 - \ChaosAttractors\Main_Ikeda.m
MackeyGLass序列 - \ChaosAttractors\Main_MackeyGLass.m
Quadratic序列 - \ChaosAttractors\Main_Quadratic.m
(2)求时延(delay time)
自相关法 - \DelayTime_Others\Main_AutoCorrelation.m
平均位移法 - \DelayTime_Others\Main_AverageDisplacement.m
(去偏)复自相关法 - \DelayTime_Others\Main_ComplexAutoCorrelation.m
互信息法 - \DelayTime_MutualInformation\Main_Mutual_Information.m
(3)求嵌入维(embedding dimension)
假近邻法 - \EmbeddingDimension_FNN\Main_FNN.m
Cao方法 - \EmbeddingDimension_Cao\Main_EmbeddingDimension_Cao.m
(4)同时求时延与嵌入窗(delay time & embedding window)
CC方法 - \C-C Method\Main_CC_Luzhenbo.m
(5)求关联维(correlation dimension)
GP算法 - \CorrelationDimension_GP\Main_CorrelationDimension_GP.m
(6)求K熵(Kolmogorov Entropy)
GP算法 - \KolmogorovEntropy_GP\Main_KolmogorovEntropy_GP.m
STB算法 - \KolmogorovEntropy_STB\Main_KolmogorovEntropy_STB.m
(7)求最大Lyapunov指数(largest Lyapunov exponent)
小数据量法 - \LargestLyapunov_Rosenstein\Main_LargestLyapunov_Rosenstein1.m
\LargestLyapunov_Rosenstein\Main_LargestLyapunov_Rosenstein2.m
\LargestLyapunov_Rosenstein\Main_LargestLyapunov_Rosenstein3.m
\LargestLyapunov_Rosenstein\Main_LargestLyapunov_Rosenstein4.m
(8)求Lyapunov指数谱(Lyapunov exponent spectrum)
BBA算法 -
\LyapunovSpectrum_BBA\Main_LyapunovSpectrum_BBA1.m
\LyapunovSpectrum_BBA\Main_LyapunovSpectrum_BBA2.m
(9)求二进制图形的盒子维(box dimension)和广义维(genealized dimension)
覆盖法 -
\BoxDimension_2D\Main_BoxDimension_2D.m
\GeneralizedDimension_2D\Main_GeneralizedDimension_2D.m
(10)求时间序列的盒子维(box dimension)和广义维(genealized dimension)
覆盖法 -
\BoxDimension_TS\Main_BoxDimension_TS.m
\GeneralizedDimension_TS\Main_GeneralizedDimension_TS.m
(11)混沌时间序列预测(chaotic time series prediction)
RBF神经网络一步预测 - \Prediction_RBF\Main_RBF.m
RBF神经网络多步预测 - \Prediction_RBF\Main_RBF_MultiStepPred.m
Volterra级数一步预测 - \Prediction_Volterra\Main_Volterra.m
Volterra级数多步预测 - \Prediction_Volterra\Main_Volterra_MultiStepPred.m
(12)产生替代数据(Surrogate Data)
随机相位法 - \SurrogateData\Main_SurrogateData.m
2、在matlab环境中首先运行install.m,将工具箱所在路径添加至matlab
3、各子目录下以Main_开头的文件即是主程序文件,直接按快捷键F5运行即可
4、工具箱中所有程序均在Matlab6.5和Matlab7.1环境中调试通过,不能保证在Matlab其它版本正确运行。
5、工具箱中部分功能为试用版,敬请谅解!
6、
作者:陆振波,海军工程大学
欢迎同行来信交流与合作,更多文章与程序下载请访问我的个人主页
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Size: 579972 |
Author: niuchao0511 |
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Description: 混沌时间序列分析与预测工具箱 Version1.0 chaotic time series analysis and prediction matlab toolbox - version 1.0
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Size: 367556 |
Author: zhaoqingchun2000@163.com |
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Description: 混沌时间序列分析与预测工具箱,该工具箱包括了混沌时间序列分析与预测的常用方法有:(1)产生混沌时间序列;(2)求时延的;(3)求嵌入维的;(4)同时求时延与嵌入窗的;(5)求关联维的;(6)求最大Lyapunov指数的;(7)混沌时间序列预测
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Size: 376819 |
Author: hosa521 |
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Description: 用相空间局部投影法对加噪混沌时间序列去噪或进行混沌序列与正弦信号的分离。-phase space with local law to increase the projector noise chaotic time series denoising or chaotic sequence with sinusoidal signal separation.
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Size: 1024 |
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Description: 混沌时序多步预测函数的MATLAB程序,对于研究混沌时间序列的朋友来说是个好程序-Chaos forecast sequential multi-step procedures MATLAB functions for research chaotic time series of friends is a good procedure
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Size: 219136 |
Author: gxsh |
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Description: 基于局域法多步预报模型的混沌时间序列预报模型,对多个典型混沌序列的仿真测试表明,本算法具有良好的多步预测精度和较好的抗噪声能力-based multi-step prediction model of chaotic time series prediction model, a number of typical chaotic sequence of simulation tests show that the algorithm has a good multi-step forecast accuracy and better noise immunity
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Size: 227328 |
Author: 蔡烽 |
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Description: 小数据量法求混沌吸引子最大Lyapunov指数的Matlab程序,参考文献:张家树.混沌时间序列的Volterra自适应预测.物理学报.2000.03-small data method for chaotic attractor largest Lyapunov exponent of Matlab procedures References : Zhang Shu. The chaotic time series Volterra adaptive prediction. Physics reported .2000.03
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Size: 8192 |
Author: 江维 |
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Description: 混沌时间序列的Volterra一步预测的Matlab程序-chaotic time series forecast Volterra step procedure Matlab
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Size: 8192 |
Author: 江维 |
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Description: 利用互信息法求得混沌时间序列相空间重构最优化时延的Matlab程序-use of mutual information obtained chaotic time series reconstruction phase space optimization procedures Matlab Delay
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Size: 16384 |
Author: 胡维刚 |
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Description: 基于Cao方法求得混沌时间序列相空间重构的最优化嵌入维的Matlab程序-Cao method, based on the chaotic time series reconstruction phase space optimization of the embedded peacekeeping procedures Matlab
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Size: 47104 |
Author: 胡维刚 |
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Description: 产生Logistic混沌时间序列的matlab程序-have Logistic chaotic time series Matlab procedures
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Size: 1024 |
Author: 陆振波 |
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Description: 产生Henon混沌时间序列的matlab程序-have Henon chaotic time series Matlab procedures
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Size: 1024 |
Author: 陆振波 |
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Description: 完整混沌时间序列,Matlab2011a以上都可以运行(Complete chaotic time series, more than Matlab2011a can run)
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Size: 2048 |
Author: 淡然踏歌
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Description: 计算嵌入维和时间延迟,为混沌时间序列的最大李雅普诺指数计算铺垫(Computational embedding and time delay)
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Size: 2048 |
Author: Maroon
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Description: 混沌时间序列的判断及应用,求时间延迟,关联积分,利用G-P方法计算混沌吸引子等(The judgement and application of chaotic time series)
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Size: 5120 |
Author: lian yue |
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Description: 因为毕业设计的原因,开始接触混沌时间序列分析,刚开始的确有些不好入门,对初学者来说一些程序自己编写挺困难,特别希望有高手指点或者有参考程序。
我在论坛上得到了大家的热心帮助,作为一个“过来人”看到论坛上经常有人求助时间序列分析的相关程序,或者想参考,或者是急用,我相信大家也遇到过相似的问题——有些贴出来的程序往往是错误的或者无法运行。
为了感谢论坛和大家的帮助,也为了帮助那些初学者更快的入门,我会在这个帖子里贴出我自己毕业设计时的Matlab源程序以供大家参。
时间序列分析的主要程序也就是这些了,希望大家先看一些相关的书籍,有一些基础的知识,然后参考这些程序,请大家在熟悉理解这些程序的基础上使用,因为本人为了程序的编写方便,部分程序得到的结果并不是最终的结果,需要大家寻找到线性区或这无标度区进行拟合,相信这是比较简单的的事情。(Because of the reason of graduation design, I started to contact chaotic time series analysis. It is really difficult to get started at the beginning. It is very difficult for beginners to write some programs themselves. I especially hope that there are expert guidance or reference programs.
I got everyone's enthusiastic help on the forum. As a "coming person", I saw that there are people who often ask for help with time series analysis in the forum, or want to refer to it, or use it urgently. I believe that everyone has encountered similar problems - Some posted programs are often wrong or inoperable.
In order to thank the forum and everyone for your help, and to help those beginners get started faster, I will post the Matlab source code for my graduation project in this post for everyone to participate.)
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Size: 25600 |
Author: qinhe123 |
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Description: 里面涉及很多的混沌数据处理的算法,可以提供给大家使用(There are many chaotic data processing algorithms involved.)
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Size: 4189184 |
Author: 919191 |
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