混沌时间序列分析与预测研究综述

Survey of Chaotic Time Series Analysis and Prediction

  • 摘要: 复杂系统产生的混沌时间序列普遍存在于天文、水文、气象、环境、金融等领域.混沌时间序列的分析与预测对于理解复杂系统特性、探究系统演化规律具有重要作用.本文介绍了复杂系统中混沌时间序列分析与预测的研究热点问题,主要从实际复杂系统中的混沌时间序列的研究背景、多元混沌时间序列的降维方法、含噪声混沌时间序列的建模方法、非平稳混沌时间序列的在线建模手段以及混沌时间序列的中长期预报等方面进行阐述,同时总结并展望了未来的研究趋势.

     

    Abstract: Chaotic time series generated by complex systems iscommon in the fields of astronomy, hydrology, meteorology, environment, and finance. The analysis and prediction of chaotic time series play an important role in understanding the characteristics of complex systems and exploring the evolution of systems. This studyintroduces and expounds the research hotspots of chaotic time series analysis and prediction in complex systems, i.e., the research background of chaotic time series in practical complex systems, the dimensionality reduction method of multivariate chaotic time series, the modeling method of noisy chaotic time series, the online modeling methods of nonstationary chaotic time series, and the medium-term and long-term forecasting of chaotic time series. Future research trends arealsosummarized and forecasted.

     

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