噪声与振动控制Issue(5)：126-130,140,6.DOI:10.3969/j.issn.1006-1335.2013.05.027
混沌序列相空间重构效果评估
Study on Chaotic Time Series Prediction of the Effect of Phase Space Reconstruction
摘要
Abstract
Validity of reconstruction parameter was tested with the prediction method of wavelet neural network. It was found that the prediction results of the wavelet neural network are correct when the number of input parameters of the network equals to the number of the embedded dimensions of phase space reconstruction. Hence, the result of the phase space reconstruction was evaluated through the prediction. The sensitivity of the scale parameter in the wavelet neural network was analyzed. Results showed that the prediction curves are affected severely by the parameter when the wavelet scale is too small. Learning rate of the scale parameter should be smaller than the others when it is updated. The simulation showed that the prediction curves are satisfactory with this advanced strategy. Finally, the mother wavelet Morlet function was selected for the study. It was found that good results of prediction can be obtained if the adjustable parameterγof the Morlet function is sufficiently small.关键词
振动与波/小波神经网络/预测/相空间重构/评价Key words
vibration and wave/wavelet neural network/prediction/phase space reconstruction/evaluation分类
数理科学引用本文复制引用
杨庆超,刘树勇,楼京俊,位秀雷..混沌序列相空间重构效果评估[J].噪声与振动控制,2013,(5):126-130,140,6.基金项目
国家自然科学基金青年科学基金（51009143）；国家自然科学基金（51179197）；上海交通大学海洋工程国家重点实验室基金 （）
