信息与电子工程2011，Vol.9Issue(5)：586-590,5.
一种改进的混沌序列去噪方法
An improved algorithm for de-noising of chaotic data
韩贵丞 1李锋1
作者信息
- 1. 复旦大学信息科学与工程学院,上海200433
- 折叠
摘要
Abstract
For the denoising of chaotic time series, the relationship between correlation dimension and SNR was analyzed. Combined with the neighborhood selection of local projection method, an improved method of noise reduction was proposed. This method selected a neighborhood radius for chaotic signal with noise and calculated the correlation dimension to determine whether the value of neighborhood radius should be adjusted after de-noising. Eventually, the appropriate value was found to iteratively calculate with the local projection method to get the pure de-noised sequence. After simulating the improved method in the noisy Lorenz series and stock index series, the results show that this method can effectively select the radius of the neighborhood, thereby improve the local projection method in noise reduction effect and prediction effect.关键词
混沌时间序列/局部投影算法/关联维数Key words
chaotic time series/local projection algorithm/correlation dimension分类
电子信息工程引用本文复制引用
韩贵丞,李锋..一种改进的混沌序列去噪方法[J].信息与电子工程,2011,9(5):586-590,5.
