摘要
本文通过对混沌的整体秩序与局部随机关系的分析,讨论了当混沌时间序列的自相关函数呈负指数衰减时,我们可以提取混沌中的内在的近似随机的时间序列,并通过运用计量经济中的AR模型进行分析与模拟,模型拟合的结果很理想。由此我们得出对于一类非线性系统同样可以运用一些线性模型来作近似分析。
Through analyzing the relationship between the chaotic integral order and the local randomness, we discusss how to find some approximative random time serials when self-correlation function drops with negative exponent, and use AR model in econometrics to simulate the time serials, whose result is very satisfied. So we can deduce that we can use some linear models to approximately analyze a time serial in a kind of non-linear system.
出处
《运筹与管理》
CSCD
2005年第3期121-124,共4页
Operations Research and Management Science
关键词
混沌时间序列
自相关函数
内随机
AR模型
拟合
chaotic time serial
self-correlation function
local randomness
AR model
simulate
