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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:

[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:

[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:

[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:

[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:

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