,N.(m.1)T,T为延迟时间(detaytime),r=pt其中p 为萨整数,t为单位步良,m为嵌入维数(embedding dimension),从而建立 了相空间R“到嵌入空间R”的映射。
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A searching algorithm of optimal embedding dimension and optimal delay step is proposed for building phase space of nonlinear time series with chaotic property. A local forecast model based on optimal embedding phase space is offered.
对非线性预测模型的识别给出了统计判据,对具有混沌等特征的非线性时间序列的相空间重建给出了最佳延迟步长和最佳嵌入维数的搜索算法,提出了基于最佳嵌入相空间的局部预测方法。
参考来源 - 电力系统日负荷预测理论与方法的研究The phase space is reconstructed after determining the delay timeτand embedding dimension m of the raw data. And then realize the short-term prediction of pressure data based on the local method.
研究中以采集的原始数据为实验样本,首先确定嵌入延迟τ和嵌入维数m,并对其进行相空间重构,然后利用局域预测法对数据进行单步预测。
参考来源 - 矿用液压支架数据采集与预警系统的研究It means the sample entropy have weakdependence on the length of the data and embedded dimension. When processing theEEG the sample entropy can't distinguish the S3 and S4 well.
样本熵与目前广泛使用的近似熵算法相比一致性要好的多,即对数据长度和嵌入维数不敏感。
参考来源 - 睡眠分期的非线性多参数研究·2,447,543篇论文数据,部分数据来源于NoteExpress
利用伪最邻近点法确定相空间重构的最小嵌入维数。
The minimum embedding dimension of reconstruction is confirmed by the false nearest neighbours method.
通过用虚假临界点法计算嵌入维数可以使小数据量法更加完善。
The small-data method is improved by false nearest neighbor method calculating embedding dimension.
指出递归网络要实现逼近,需考虑初始条件、嵌入维数、逼近时效等因素。
And point out that in order to realize the approximation of recurrent networks, the initial conditions, embed dimension and approximation effects must be considered.
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