Dynamic chaos features auto-extracting technique of non-linear time series

CHEN Guo

Chinese

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Dynamic chaos features auto-extracting technique of non-linear time series

更新时间：2026-07-07

- Dynamic chaos features auto-extracting technique of non-linear time series
- Vol. 22, Issue 1, (2007)
- 作者机构：
  
  南京航空航天大学民航学院,江苏,南京,210016
- 作者简介：
- 基金信息：
- DOI：
  CLC：
- Published：2007
- 稿件说明：
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CHEN Guo. Dynamic chaos features auto-extracting technique of non-linear time series[J]. 2007, 22(1).
DOI：

CHEN Guo. Dynamic chaos features auto-extracting technique of non-linear time series[J]. 2007, 22(1). DOI：

摘要

提出了一种非线性时间序列混沌特征的自动提取方法.该方法直接根据非线性时间序列

依次计算出延迟时间、嵌入维数、相关维数、最大李雅普诺夫指数、相轨迹特征以及Poincare特征等混沌特征

整个特征的提取过程自动完成

毋须人工干预.最后用算例表明了该方法的有效性和正确性.该方法对于利用非线性混沌特征进行非线性系统故障诊断和趋势预测具有重要意义.

Abstract

A new method is put forward

which can implement auto-extracting of chaos features of nonlinear time series.It can directly from non-linear time series compute the chaos features such as delay time

embedded dimensions

correlation dimension

maximum Lyapunov exponents

phase track features and Poincare map features

and the whole features extracting process is carried out automatically without manpower intervention.Finally

examples show the validity and correctness of the new method.The new chaos features extracting method has important meaning to fault diagnosis of nonlinear system by nonlinear chaos feature.

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Related Institution

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