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[Mathimatics-Numerical algorithms混沌时间序列预测

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
Platform: | Size: 579972 | Author: niuchao0511 | Hits:

[Algorithmcc_method

Description: C-C方法及改进的C-C方法重构相空间的matlab程序 -------------------------------- 性能: 3000数据耗时3分钟 -------------------------------- 参考文献: 1、Nonlinear dynamics, delay times, and embedding windows.pdf 2、基于改进的C-C方法的相空间重构参数选择4.pdf -------------------------------- 文件夹说明: 1、C_C_Method_luzhenbo2.m - 程序主文件,直接运行此文件即可! 2、LorenzData.dll - 产生Lorenz离散数据 3、DuffingData.dll - 产生Duffing离散数据 4、RosslerData.dll - 产生Rossler离散数据 5、ccFunction.dll - 计算S(m,N,r,t) - 原C-C方法中计算S(m,N,r,t),改进的C-C方法中计算S2(m,N,r,t) 6、ccFunction_luzhenbo.dll - 计算S(m,N,r,t) - 改进的C-C方法中计算S1(m,N,r,t) -------------------------------- 致谢: 此稿本次修改的部分灵感来源于与研学论坛网友“张文鸽”和“yangfanboy”的讨论,在此表示感谢!-C-C methodology and improvement of C-C method reconstruction phase space of Matlab procedures-------------------------------- performance : 3000 data time-consuming three minutes------------------------------- References : 1, Nonlinear dynamics, delay times, and embedding windows.pdf 2, Based on the C-C method of phase space reconstruction parameters choice 4.pdf-------------------------------- folders : one, C_C_Method_luzhenbo2.m-main proceedings, direct running this file can be! 2. LorenzData.dll- Lorenz have three discrete data, DuffingData.dll- Duffing have four discrete data, RosslerData.dll- Rossler have discrete data 5, ccFunction.dll-calculated S (m, N, r, t)- the original C-C method to calculate S (m, N, r, t), to improve the C-C method of calculating S2 (m, N, r, t) 6,
Platform: | Size: 475136 | Author: jiao | Hits:

[matlabduffing

Description: duffing分岔图,计算连续duffing方程Lyapunov指数的程序,比较好用-duffing bifurcation diagram, duffing equation for calculating the Lyapunov index procedure, comparative ease of use
Platform: | Size: 1024 | Author: | Hits:

[DocumentsA.wolf

Description: wolf对李雅普诺夫指数的计算方法有很详细的介绍-wolf of the Lyapunov exponent calculation method has a very detailed introduction
Platform: | Size: 2045952 | Author: cleverxue | Hits:

[matlabmatlab_nonlinear

Description: 非线性动力学中lyapunov、duffing等方程的求解,详细Matlab程序-Nonlinear Dynamics lyapunov, duffing equations and other details Matlab procedures
Platform: | Size: 8192 | Author: 刘永强 | Hits:

[assembly languagelyapunov10_23

Description: 用这个程序可以求出杜芬方程李雅谱诺夫指数-Using this program can find the Duffing equation Lyapunov index
Platform: | Size: 4096 | Author: 111 | Hits:

[matlablargest_lyapunov_exponent

Description: Lyapunov exponent solving, By viture of this prompt, you can solve the lyapunov exponent of linear and nonlinear dynamic systems, for example duffing equation, Lorenz equation, henon and Vdp equation etc.
Platform: | Size: 1024 | Author: jinguo | Hits:

[matlabduffing

Description: 一个关于duffing方程混沌的源程序,实现绘制混沌图像以及最大lyapunov参数的计算-a program to drew the figure of duffing and give a grief description of the parameter of lyapunov.
Platform: | Size: 2048 | Author: 方便 | Hits:

[matlabJI-YU-HUN-DUN

Description: 本论文首先阐述了利用Duffing振子进行微弱信号检测的基本方法及具体实现方法,论证了根据系统相轨迹的变化来判断目标信号中是否含有周期信号的混沌振子检测方法。将Lyapunov特性指数作为一种定量的混沌判别方法应用到微弱信号混沌检测领域,分别研究了连续系统和时间序列的Lyapunov指数计算方法。-his paper first discusses how to use the Duffing oscillator are the weak signal detection, the basic method and the realization methods, proved according to the change of the phase track system to judge whether a cycle of target signal of chaotic oscillator signal detection methods. Will Lyapunov characteristics as a quantitative index of chaotic identifying method applied to a weak signal detection field chaos, respectively, the continuous system and research of time sequence Lyapunov index calculation method.
Platform: | Size: 2768896 | Author: 张力 | Hits:

[matlablyapunov

Description: 用于计算duffing 方程的最大lyapunov指数-The largest lyapunov exponent used to calculate the Duffing equation
Platform: | Size: 1024 | Author: | Hits:

[Technology Managementfunction-lyapunov-)

Description: 关于duffing方程的源程序的matlab程序!-Duffing equation source matlab program!
Platform: | Size: 2048 | Author: liuyaofeng | Hits:

[matlabDuffing_LE

Description: 定义法求杜芬方程最大Lyapunov指数-Duffing equation is defined by the Method largest Lyapunov exponent
Platform: | Size: 2048 | Author: rododendren | Hits:

[Otherduffing-system

Description: duffing方程非线性系统的分析,matlab代码,包括其李雅普诺夫指数求解,相图,混沌等分析,值得学习-duffing equation analysis of nonlinear systems, including its Lyapunov exponent solving the phase diagram, chaos analysis, it is worth learning
Platform: | Size: 2048 | Author: 王晶 | Hits:

[source in ebookduffing

Description: matlab源代码、李雅普诺夫指数工具箱、非线性动力学 混沌、分岔-matlab source code, Lyapunov exponent toolbox, nonlinear dynamics chaos, bifurcation
Platform: | Size: 1024 | Author: liuchang | Hits:

[Otherduffing

Description: 扩散方程的lyapunov指数求解,用的是jacobian矩阵方法-Diffusion equation lyapunov exponent solved using a jacobian matrix method
Platform: | Size: 1024 | Author: daichenxi | Hits:

[matlabduffin

Description: 计算Duffing振子的lyapunov指数(calculation Duffing factors lyapunov exponent)
Platform: | Size: 1024 | Author: 砺剑工大 | Hits:

[DocumentsLCE

Description: matlab求解duffing系统最大Lyapunov指数(Solving the maximum lyapunov exponent)
Platform: | Size: 1024 | Author: Sz_smy | Hits:

[matlablyapunov

Description: 文件包括非线性方程数值计算时常用的lyapunov程序,以duffing方程为例,进行程序计算,可以稍微修改,计算其他方程。(The file includes the Lyapunov program commonly used in the numerical calculation of nonlinear equations. Taking Duffing equation as an example, the program can be modified slightly to calculate other equations.)
Platform: | Size: 2048 | Author: 弥侠 | Hits:

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