复杂性图表在拓学和测量理论上将决定性系统和随机系统连接起来
Yoshito Hirata1, Masanori Shiro2
1Faculty of Engineering, Information and Systems, University of Tsukuba, 1-1-1 Tennodai, Tsukuba, Ibaraki 305-8573, Japan.
Chaos (Woodbury, N.Y.)
|August 7, 2023
概括
这项研究将复发三角形与实际的DET测量联系起来. 反复三角形为DET提供理论支持,并更好地识别时间序列数据中的随机性.
科学领域:
- 非线性动力学是一种非线性动力学.
- 时间序列分析时间序列分析.
- 复杂的系统复杂的系统.
背景情况:
- 对于分析复杂系统而言,重复图形至关重要.
- 反复三角形为反复情节动机提供了新的见解.
- 确定波动分析 (DET) 是时间序列分析的常用指标.
研究的目的:
- 为了将传统的时间序列分析值与反复三角形连接起来.
- 理论上支持使用DET使用复制三角形.
- 评估复制三角形在识别系统动态中的有效性.
主要方法:
- 使用复杂三角形量化复杂度图.
- 使用重复三角形的拓和测量理论值.
- 定义和计算典型的复发三角形频率维度.
主要成果:
- 典型的复发三角形频率维度在确定性混乱中波动在1左右,在随机系统中超过1.
- 在典型的复发三角频率维度和DET.之间发现了强烈的相关性.
- 反复三角形为使用DET提供了理论基础.
结论:
- 反复三角形为量化时间序列属性提供了一种可靠的方法.
- 该研究验证并加强了DET在时间序列分析中的应用.
- 反复三角形在区分决定性和随机动力学方面表现一致.
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