东北大学学报（自然科学版）

东北大学学报(自然科学版) ›› 2010, Vol. 31 ›› Issue (12): 1757-1760.DOI: -

• 论著 • 上一篇    下一篇

一个经济时间序列的混沌特性研究

刘永熙;李鹤;赵希男;闻邦椿;   

  1. 东北大学机械工程与自动化学院;东北大学工商管理学院;
  • 收稿日期:2013-06-20 修回日期:2013-06-20 出版日期:2010-12-15 发布日期:2013-06-20
  • 通讯作者: -
  • 作者简介:-
  • 基金资助:
    国家自然科学基金资助项目(10702014)

Study on chaos and fractal dimension of an economic time series

Liu, Yong-Xi (1); Li, He (1); Zhao, Xi-Nan (2); Wen, Bang-Chun (1)   

  1. (1) School of Mechanical Engineering and Automation, Northeastern University, Shenyang 110004, China; (2) School of Business Administration, Northeastern University, Shenyang 110004, China
  • Received:2013-06-20 Revised:2013-06-20 Online:2010-12-15 Published:2013-06-20
  • Contact: Liu, Y.-X.
  • About author:-
  • Supported by:
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摘要： 为了找出经济波动的内在动态特征,采用非线性的分析方法探讨了某市用电量波动中存在混沌动态特性的可能性.以实测经济时间序列为研究对象,以某市近年来的实际用电量数据为基础,利用相空间重构技术、幅值谱分析、庞加莱截面等方法分析其内在特性,并计算其关联分维,得出其饱和嵌入维数为7,关联分维约为0.834,初步判定该市用电量是混沌的.从理论上证明了该市用电负荷具有严格混沌动态特性,从而为今后的深入预测研究提供了混沌理论基础.

关键词: 时间序列, 关联分维, 饱和嵌入维数, 相空间重构, 混沌

Abstract: To find out the internal dynamic characteristics of economics fluctuation, the possibility of the existence of chaotic behavior in a city's power consumption fluctuation is analyzed nonlinearly. Based on the city's data logging of power consumption in recent years, the different methods are used to analyze the chaotic dynamics, such as the phase space reconstruction, amplitude spectra and Poincare's mapping. The correlated fractal dimension calculated. As a result, the saturated embedded dimensions are 7 and the correlation fractal dimension is 0.834, and a judgment is thus primarily made that the process of power consumption in the city is chaotic. The dynamically chaotic characteristics of power consumption fluctuation is therefore proved rigorously, thus providing a theoretical basis for studying the relevant forecasting of chaos.

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