摘要
Phase space reconstruction is the first step of recognizing the chaotic time series.On the basis of differential entropy ratio method,the embedding dimension opt m and time delay t are optimal for the state space reconstruction could be determined.But they are not the optimal parameters accepted for prediction.This study proposes an improved method based on the differential entropy ratio and Radial Basis Function(RBF)neural network to estimate the embedding dimension m and the time delay t,which have both optimal characteristics of the state space reconstruction and the prediction.Simulating experiments of Lorenz system and Doffing system show that the original phase space could be reconstructed from the time series effectively,and both the prediction accuracy and prediction length are improved greatly.
Phase space reconstruction is the first step of recognizing the chaotic time series. On the basis of differential entropy ratio method, the embedding dimension mopt and time delay τ are op- ritual for the state space reconstruction could be determined. But they are not the optimal parameters accepted for prediction. This study proposes an improved method based on the differential entropy ratio and Radial Basis Function （RBF） neural network to estimate the embedding dimension rn and the time delay τ, which have both optimal characteristics of the state space reconstruction and the prediction. Simulating experiments of Lorenz system and Doffing system show that the original phase space could be reconstructed from the time series effectively, and both the prediction accuracy and prediction length are improved greatly.
基金
Supported by the Key Program of National Natural Science Foundation of China(Nos.61077071,51075349)
Program of National Natural Science Foundation of Hebei Province(Nos.F2011203207,F2010001312)
