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文件名称:混沌时间序列预测

  • 所属分类：
    数值算法/人工智能
  • 标签属性：
    [Matlab] [源码]
  • 上传时间：
    2009-03-12
  • 文件大小：
    566.38kb
  • 已下载：
    16次
  • 提 供 者：
    niuchao0511
  • 相关连接：
    无
  • 下载说明：
    别用迅雷下载，失败请重下，重下不扣分！
修正介绍说明

介绍说明－－下载内容来自于网络，使用问题请自行百度

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


(系统自动生成,下载前可以参看下载内容)

下载文件列表

压缩包 : ChaosToolbox2p0_trial.rar 列表
ChaosToolbox2p0_trial\BoxDimension_2D\BoxDimension_2D.p
ChaosToolbox2p0_trial\BoxDimension_2D\Contents.m
ChaosToolbox2p0_trial\BoxDimension_2D\dla.gif
ChaosToolbox2p0_trial\BoxDimension_2D\Main_BoxDimension_2D.m
ChaosToolbox2p0_trial\BoxDimension_2D
ChaosToolbox2p0_trial\BoxDimension_TS\BoxDimension_TS.p
ChaosToolbox2p0_trial\BoxDimension_TS\Contents.m
ChaosToolbox2p0_trial\BoxDimension_TS\Main_BoxDimension_TS.m
ChaosToolbox2p0_trial\BoxDimension_TS\wfbm.p
ChaosToolbox2p0_trial\BoxDimension_TS
ChaosToolbox2p0_trial\C-C Method\CC_luzhenbo.dll
ChaosToolbox2p0_trial\C-C Method\Contents.m
ChaosToolbox2p0_trial\C-C Method\LorenzData.dll
ChaosToolbox2p0_trial\C-C Method\Main_CC_Luzhenbo.m
ChaosToolbox2p0_trial\C-C Method
ChaosToolbox2p0_trial\ChaosAttractors\ChensData.dll
ChaosToolbox2p0_trial\ChaosAttractors\Contents.m
ChaosToolbox2p0_trial\ChaosAttractors\createmgdde23.m
ChaosToolbox2p0_trial\ChaosAttractors\DuffingData.dll
ChaosToolbox2p0_trial\ChaosAttractors\DuffingData2.dll
ChaosToolbox2p0_trial\ChaosAttractors\LorenzData.dll
ChaosToolbox2p0_trial\ChaosAttractors\Main_Chens.m
ChaosToolbox2p0_trial\ChaosAttractors\Main_Duffing.m
ChaosToolbox2p0_trial\ChaosAttractors\Main_Duffing2.m
ChaosToolbox2p0_trial\ChaosAttractors\Main_Henon.m
ChaosToolbox2p0_trial\ChaosAttractors\Main_Ikeda.m
ChaosToolbox2p0_trial\ChaosAttractors\Main_Logistic.m
ChaosToolbox2p0_trial\ChaosAttractors\Main_Lorenz.m
ChaosToolbox2p0_trial\ChaosAttractors\Main_MackeyGLass.m
ChaosToolbox2p0_trial\ChaosAttractors\Main_Quadratic.m
ChaosToolbox2p0_trial\ChaosAttractors\Main_Rossler.m
ChaosToolbox2p0_trial\ChaosAttractors\RosslerData.dll
ChaosToolbox2p0_trial\ChaosAttractors
ChaosToolbox2p0_trial\CorrelationDimension_GP\Contents.m
ChaosToolbox2p0_trial\CorrelationDimension_GP\CorrelationIntegral.dll
ChaosToolbox2p0_trial\CorrelationDimension_GP\LM1.p
ChaosToolbox2p0_trial\CorrelationDimension_GP\LorenzData.dll
ChaosToolbox2p0_trial\CorrelationDimension_GP\Main_CorrelationDimension_GP.m
ChaosToolbox2p0_trial\CorrelationDimension_GP\PhaSpaRecon.p
ChaosToolbox2p0_trial\CorrelationDimension_GP
ChaosToolbox2p0_trial\DelayTime_MutualInformation\buffer.dll
ChaosToolbox2p0_trial\DelayTime_MutualInformation\Contents.m
ChaosToolbox2p0_trial\DelayTime_MutualInformation\LorenzData.dll
ChaosToolbox2p0_trial\DelayTime_MutualInformation\Main_Mutual_Information.m
ChaosToolbox2p0_trial\DelayTime_MutualInformation\Mutual_Information.dll
ChaosToolbox2p0_trial\DelayTime_MutualInformation
ChaosToolbox2p0_trial\DelayTime_Others\AutoCorrelation.p
ChaosToolbox2p0_trial\DelayTime_Others\AverageDisplacement.p
ChaosToolbox2p0_trial\DelayTime_Others\ComplexAutoCorrelation.p
ChaosToolbox2p0_trial\DelayTime_Others\Contents.m
ChaosToolbox2p0_trial\DelayTime_Others\LorenzData.dll
ChaosToolbox2p0_trial\DelayTime_Others\Main_AutoCorrelation.m
ChaosToolbox2p0_trial\DelayTime_Others\Main_AverageDisplacement.m
ChaosToolbox2p0_trial\DelayTime_Others\Main_ComplexAutoCorrelation.m
ChaosToolbox2p0_trial\DelayTime_Others\PhaSpaRecon.p
ChaosToolbox2p0_trial\DelayTime_Others
ChaosToolbox2p0_trial\EmbeddingDimension_Cao\cao_buffer.dll
ChaosToolbox2p0_trial\EmbeddingDimension_Cao\cao_luzhenbo.dll
ChaosToolbox2p0_trial\EmbeddingDimension_Cao\Contents.m
ChaosToolbox2p0_trial\EmbeddingDimension_Cao\LorenzData.dll
ChaosToolbox2p0_trial\EmbeddingDimension_Cao\Main_EmbeddingDimension_Cao.m
ChaosToolbox2p0_trial\EmbeddingDimension_Cao
ChaosToolbox2p0_trial\EmbeddingDimension_FNN\Contents.m
ChaosToolbox2p0_trial\EmbeddingDimension_FNN\FNN.p
ChaosToolbox2p0_trial\EmbeddingDimension_FNN\LorenzData.dll
ChaosToolbox2p0_trial\EmbeddingDimension_FNN\Main_EmbeddingDimension_FNN.m
ChaosToolbox2p0_trial\EmbeddingDimension_FNN\PhaSpaRecon.p
ChaosToolbox2p0_trial\EmbeddingDimension_FNN\SearchNN.p
ChaosToolbox2p0_trial\EmbeddingDimension_FNN\SearchNN_Buffer1.dll
ChaosToolbox2p0_trial\EmbeddingDimension_FNN\SearchNN_Buffer2.dll
ChaosToolbox2p0_trial\EmbeddingDimension_FNN
ChaosToolbox2p0_trial\GeneralizedDimension_2D\Contents.m
ChaosToolbox2p0_trial\GeneralizedDimension_2D\dla.gif
ChaosToolbox2p0_trial\GeneralizedDimension_2D\GeneralizedDimension_2D.p
ChaosToolbox2p0_trial\GeneralizedDimension_2D\Main_GeneralizedDimension_2D.m
ChaosToolbox2p0_trial\GeneralizedDimension_2D
ChaosToolbox2p0_trial\GeneralizedDimension_TS\Contents.m
ChaosToolbox2p0_trial\GeneralizedDimension_TS\GeneralizedDimension_TS.p
ChaosToolbox2p0_trial\GeneralizedDimension_TS\Main_GeneralizedDimension_TS.m
ChaosToolbox2p0_trial\GeneralizedDimension_TS\wfbm.p
ChaosToolbox2p0_trial\GeneralizedDimension_TS
ChaosToolbox2p0_trial\install.m
ChaosToolbox2p0_trial\KolmogorovEntropy_GP\Contents.m
ChaosToolbox2p0_trial\KolmogorovEntropy_GP\CorrelationIntegral.dll
ChaosToolbox2p0_trial\KolmogorovEntropy_GP\LM2.p
ChaosToolbox2p0_trial\KolmogorovEntropy_GP\LorenzData.dll
ChaosToolbox2p0_trial\KolmogorovEntropy_GP\Main_KolmogorovEntropy_GP.m
ChaosToolbox2p0_trial\KolmogorovEntropy_GP
ChaosToolbox2p0_trial\KolmogorovEntropy_STB\Contents.m
ChaosToolbox2p0_trial\KolmogorovEntropy_STB\KolmogorovEntropy.dll
ChaosToolbox2p0_trial\KolmogorovEntropy_STB\LorenzData.dll
ChaosToolbox2p0_trial\KolmogorovEntropy_STB\Main_KolmogorovEntropy_STB.m
ChaosToolbox2p0_trial\KolmogorovEntropy_STB
ChaosToolbox2p0_trial\LargestLyapunov_Rosenstein\Contents.m
ChaosToolbox2p0_trial\LargestLyapunov_Rosenstein\LorenzData.dll
ChaosToolbox2p0_trial\LargestLyapunov_Rosenstein\Lyapunov_rosenstein_2.p
ChaosToolbox2p0_trial\LargestLyapunov_Rosenstein\Main_LargestLyapunov_Rosenstein1.m
ChaosToolbox2p0_trial\LargestLyapunov_Rosenstein\Main_LargestLyapunov_Rosenstein2.m
ChaosToolbox2p0_trial\LargestLyapunov_Rosenstein\Main_LargestLyapunov_Rosenstein3.m
ChaosToolbox2p0_trial\LargestLyapunov_Rosenstein\Main_LargestLyapunov_Rosenstein4.m
ChaosToolbox2p0_trial\LargestLyapunov_Rosenstein\PhaSpaRecon.p
ChaosToolbox2p0_trial\LargestLyapunov_Rosenstein\SearchNN.p
ChaosToolbox2p0_trial\LargestLyapunov_Rosenstein\SearchNN_Buffer1.dll
ChaosToolbox2p0_trial\LargestLyapunov_Rosenstein\SearchNN_Buffer2.dll
ChaosToolbox2p0_trial\LargestLyapunov_Rosenstein
ChaosToolbox2p0_trial\LyapunovSpectrum_BBA\Contents.m
ChaosToolbox2p0_trial\LyapunovSpectrum_BBA\LorenzData.dll
ChaosToolbox2p0_trial\LyapunovSpectrum_BBA\LyapunovSpectrum_BBA.p
ChaosToolbox2p0_trial\LyapunovSpectrum_BBA\Main_LyapunovSpectrum_BBA1.m
ChaosToolbox2p0_trial\LyapunovSpectrum_BBA\Main_LyapunovSpectrum_BBA2.m
ChaosToolbox2p0_trial\LyapunovSpectrum_BBA\PhaSpaRecon2.p
ChaosToolbox2p0_trial\LyapunovSpectrum_BBA\SearchNN.p
ChaosToolbox2p0_trial\LyapunovSpectrum_BBA\SearchNN_Buffer1.dll
ChaosToolbox2p0_trial\LyapunovSpectrum_BBA\SearchNN_Buffer2.dll
ChaosToolbox2p0_trial\LyapunovSpectrum_BBA\Taylor_lzb.p
ChaosToolbox2p0_trial\LyapunovSpectrum_BBA
ChaosToolbox2p0_trial\Prediction_RBF\Contents.m
ChaosToolbox2p0_trial\Prediction_RBF\LorenzData.dll
ChaosToolbox2p0_trial\Prediction_RBF\Main_RBF.m
ChaosToolbox2p0_trial\Prediction_RBF\Main_RBF_MultiStepPred.m
ChaosToolbox2p0_trial\Prediction_RBF\normalize_1.p
ChaosToolbox2p0_trial\Prediction_RBF\normalize_a.p
ChaosToolbox2p0_trial\Prediction_RBF\PhaSpaRecon.p
ChaosToolbox2p0_trial\Prediction_RBF
ChaosToolbox2p0_trial\Prediction_Volterra\Contents.m
ChaosToolbox2p0_trial\Prediction_Volterra\LorenzData.dll
ChaosToolbox2p0_trial\Prediction_Volterra\Main_Volterra.m
ChaosToolbox2p0_trial\Prediction_Volterra\Main_Volterra_MultiStepPred.m
ChaosToolbox2p0_trial\Prediction_Volterra\normalize_a.p
ChaosToolbox2p0_trial\Prediction_Volterra\PhaSpa2VoltCoef.p
ChaosToolbox2p0_trial\Prediction_Volterra\PhaSpaRecon.p
ChaosToolbox2p0_trial\Prediction_Volterra\volterra_test.p
ChaosToolbox2p0_trial\Prediction_Volterra\volterra_train_lu.p
ChaosToolbox2p0_trial\Prediction_Volterra
ChaosToolbox2p0_trial\SurrogateData\Contents.m
ChaosToolbox2p0_trial\SurrogateData\fft_AmPh.p
ChaosToolbox2p0_trial\SurrogateData\LorenzData.dll
ChaosToolbox2p0_trial\SurrogateData\Main_SurrogateData.m
ChaosToolbox2p0_trial\SurrogateData\SurrogateData.p
ChaosToolbox2p0_trial\SurrogateData
ChaosToolbox2p0_trial\工具箱说明.txt
ChaosToolbox2p0_trial

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