中国物理B ›› 2009, Vol. 18 ›› Issue (9): 4042-4048.doi: 10.1088/1674-1056/18/9/071
王福来, 杨辉煌
Wang Fu-Lai(王福来)† and Yang Hui-Huang(杨辉煌)
摘要: A new method is proposed to transform the time series gained from a dynamic system to a symbolic series which extracts both overall and local information of the time series. Based on the transformation, two measures are defined to characterize the complexity of the symbolic series. The measures reflect the sensitive dependence of chaotic systems on initial conditions and the randomness of a time series, and thus can distinguish periodic or completely random series from chaotic time series even though the lengths of the time series are not long. Finally, the logistic map and the two-parameter Henón map are studied and the results are satisfactory.
中图分类号: (Time series analysis)