Phase-space reconstruction from observed time series using Lyapunov spectrum analysis
Phase-space reconstruction from observed time series using Lyapunov spectrum analysis
复制标题
使用李雅普诺夫谱分析从观察到的时间序列进行相空间重建
DOI：
10.1109/sice.2002.1195241
复制
发表时间：
2002
期刊：
影响因子：
--
通讯作者：
K. Abe
中科院分区：
文献类型：
--
作者：
M. Yano;N. Homma;M. Sakai;K. Abe
我们分析了额外的维度对虚假的李雅普诺夫指数的影响估计所观察到的时间序列的离散时间动力系统的重建吸引子。本文的一个重点是，新的分析所获得的结果可能提供一个证据，对以前报道的结果。结果表明，原系统的真维数和李雅普诺夫指数可以通过检测使用新的分析虚假指数。
We analyze the effect of extra dimensions on spurious Lyapunov exponents estimated by a reconstructed attractor of the observed time series from the discrete-time dynamical system. An emphasis of this paper is on that the result obtained by the new analysis may pro vide an evidence against the previously reported result. It is shown that the true dimensions and Lyapunov exponents of the original system can be determined by detecting the spurious exponents using the new analysis.