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ANALYSIS OF TIME SERIES RECONSTRUCTION FOR DYNAMIC SYSTEM

YANG ZHI-AN CHEN SHI-GANG WANG GUANG-RUI

ANALYSIS OF TIME SERIES RECONSTRUCTION FOR DYNAMIC SYSTEM

YANG ZHI-AN, CHEN SHI-GANG, WANG GUANG-RUI
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  • Received Date:  03 April 1995
  • Published Online:  05 March 1996

ANALYSIS OF TIME SERIES RECONSTRUCTION FOR DYNAMIC SYSTEM

  • 1. (1)中国工程物理研究院北京研究生部,北京100088; (2)中国工程物理研究院北京研究生部,北京100088;北京应用物理与计算数学研究所,北京100088; (3)中国工程物理研究院北京研究生部,北京100088;北京应用物理与计算数学研究所,北京100088;中国科学院国际材料物理中心,沈阳110015

Abstract: The topological properties of the delay-time reconstruction transformation of dynamic system are analysed by means of the Jacobian of the transformation. Results show that the topological properties depend not only on the reconstructing dimension, but also on the delay time, and on the conditional stability of a time series itself. The conditional Lyapunov exponent is used to judge whether a time series is good or bad. As an example, the R?ssler system is discussed.

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