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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:

[Algorithmlyapunovexponentfordifferentialsystem

Description: 计算微分方程系统的Lyapunv exponent,在非线性动力学和有关混沌的研究中非常有用。-calculated differential system Lyapunv exponent, Nonlinear Dynamics and Chaos in the study very useful.
Platform: | Size: 1024 | Author: 贾强 | Hits:

[Other systemslyp

Description: 李氏指数的计算.在MATLAB中应用! 程序还需要自己补充-Lyapunov exponent calculations. In the application of MATLAB! Procedures also need to add their own
Platform: | Size: 3072 | Author: xuwei | Hits:

[matlab1234

Description: 计算机演算程序,平方映射分岔的Qbasic计算程序,平方映射的李雅普诺夫的Qbasic计算程序,.埃侬吸引子的李雅普诺夫指数的Qbasic计算程序,.单摆运动的分岔的Qbasic计算程序-Computer calculus procedures, square mapping bifurcation Qbasic program, square Lyapunov mapping of Qbasic computer program. Egypt Lennon attractor Lyapunov exponent of Qbasic computer program. Bifurcation of the pendulum movement Qbasic program
Platform: | Size: 10240 | Author: 刘洋 | Hits:

[matlablyapunov_RHR

Description: 现我做了一个基于RHR算法的李氏指数计算方法,收敛速度很快,精确度也还可以,现传上:-Now I had a RHR algorithm based on Lyapunov exponent calculation methods, fast convergence, accuracy can also now Chuan on:
Platform: | Size: 1024 | Author: join | Hits:

[matlabCLyapunov

Description: 用于通过C实现李氏指数的计算,分析生理数据-For C to achieve through the calculation of Lyapunov exponent analysis of physiological data
Platform: | Size: 133120 | Author: | Hits:

[matlabLiapunov

Description: 计算Lyapunov指数,不知道正确与否,希望高人可以指点。-Lyapunov exponent Lyapunov exponent Lyapunov exponent Lyapunov exponent Lyapunov exponent
Platform: | Size: 1024 | Author: 爱明 | Hits:

[matlabLyapnov_wolf

Description: 计算时间序列的李雅普诺夫指数的著名wolf算法,比较经典与精简,适合物理专业配合所求解得非线性方程使用-Calculation of time series of well-known Lyapunov exponent wolf algorithm, compared with the streamlining of the classic, suitable for solving physics with the use of a non-linear equation
Platform: | Size: 2048 | Author: michael wang | Hits:

[matlablorenzlyapunov

Description: 一个求解李雅普诺夫指数的matlab程序,程序已经测试通过,适合matlab的初学者-Solving a Lyapunov exponent of the matlab program, the program has been tested for matlab beginner
Platform: | Size: 1024 | Author: sunjianhai | Hits:

[matlabexa130202

Description: 求冲激函数、阶跃函数及三角函数的小波变换、模极大线并求它们的李氏指数-Demand impulse function, step function and trigonometric functions of the wavelet transform modulus maxima lines and seek their Lyapunov exponent
Platform: | Size: 2048 | Author: 丁丁 | Hits:

[Otherss

Description: 毕业用的时间序列混沌分析,里面吧包含相空间重构,李雅普诺夫指数求取,小波去噪-Graduated with a chaotic time series analysis, which it contains the phase space reconstruction, Lyapunov exponent for wavelet denoising, etc.
Platform: | Size: 93184 | Author: zhouzhou | Hits:

[matlabLogistic

Description: Logistic混沌映射的MATLB仿真,包括分岔图,相图以及Lyapunov指数谱的绘制-Logistic Chaos MATLB simulation, including the bifurcation diagram, phase diagram and Lyapunov exponent spectra of the draw
Platform: | Size: 1024 | Author: 谭德 | Hits:

[Graph Drawinglya41

Description: 李雅普诺夫指数是判断混沌的一种定量方法,但只要求最大李指数就可-Lyapunov index is a quantitative method to determine chaotic, but only the largest Lyapunov exponent can be requested
Platform: | Size: 2048 | Author: 周建 | Hits:

[matlabmin-lyapunovcalculationinfaractal

Description: 分形中轨线的最小李雅普诺夫指数的计算,讨论算法优化的文章-Fractal trajectory calculation of the smallest Lyapunov exponent, the article discussed Algorithm
Platform: | Size: 158720 | Author: wangjia0616 | Hits:

[matlablyaprosen

Description: INPUTES: y: y is vector of values(time series data) tau: embedding lag of state space reconstruction. When you have not any information about tau please let it zero. The code will calculates the tau. m: m is embedding dimension. If you have not any information about embedding dimension please let it zero. the code will find proper embedding dimension. OUTPUTS: LLE: Largest Lyapunov Exponent lambda: Lyapunov exponents for various ks. Plot of this exponents is very helpful. If embedding dimension be selected correctly lambda curve will have smooth part(or fairly horizontal). If there is no smooth section on the curve, it is better you try with other embedding dimensions.- INPUTES: y: y is vector of values(time series data) tau: embedding lag of state space reconstruction. When you have not any information about tau please let it zero. The code will calculates the tau. m: m is embedding dimension. If you have not any information about embedding dimension please let it zero. the code will find proper embedding dimension. OUTPUTS: LLE: Largest Lyapunov Exponent lambda: Lyapunov exponents for various ks. Plot of this exponents is very helpful. If embedding dimension be selected correctly lambda curve will have smooth part(or fairly horizontal). If there is no smooth section on the curve, it is better you try with other embedding dimensions.
Platform: | Size: 4096 | Author: Hesham | Hits:

[matlablyapunov_wolf

Description: 计算非线性时间序列的lyapunonv指数,并可用于对序列的预测-calculating lyapunov exponent about nonlinear time-series and predicting
Platform: | Size: 2048 | Author: xiazhiye | Hits:

[matlablyas1

Description: 计算lyapunov指数谱,并能计算最大lyapunov指数-calculating lyapunov exponent spectrum and the max value of lyapunov exponent
Platform: | Size: 1024 | Author: xiazhiye | Hits:

[matlabMtlabprograms

Description: 四维超混沌系统,平衡点 图像,李雅普诺夫指数,完全同步-Four-dimensional hyperchaotic system, balance the image, Lyapunov exponent, fully synchronized
Platform: | Size: 2048 | Author: 崔丽娟 | Hits:

[Windows DevelopLET

Description: calcul let lyapunov exponent
Platform: | Size: 31744 | Author: ahmad | Hits:

[matlaba

Description: 求解各复杂混沌程序的最大李指数,以便于分析混沌系统的各种性质.-Chaotic procedures for solving the complex the largest Lyapunov exponent in order to facilitate analysis of various properties of chaotic systems.
Platform: | Size: 1024 | Author: jiajia | Hits:
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