| 0-1测试方法的径流时间序列混沌特性应用 |
| |
| 引用本文： | 李新杰,胡铁松,郭旭宁,曾祥,张涛.0-1测试方法的径流时间序列混沌特性应用[J].水科学进展,2012,23(6):861-868. |
| |
| 作者姓名： | 李新杰 胡铁松 郭旭宁 曾祥 张涛 |
| |
| 作者单位： | 武汉大学水资源与水电工程科学国家重点实验室, 湖北武汉 430072 |
| |
| 基金项目： | 国家自然科学基金资助项目(71171151);高等学校博士学科点专项科研基金资助项目(20100141110061)~~ |
| |
| 摘 要： | 径流时间序列混沌特性识别的常用方法是基于相空间重构的关联维数法、最大Lyapunov指数法和Kolmogorov熵法。引入一种新的时间序列混沌特性识别方法:0-1混沌测试方法。该方法直接应用于时间序列不需要相空间重构,并且通过量化指标Kc是否接近于0或1来识别时间序列的混沌特性。以Logistic映射生成的序列、金沙江流域和美国Umpqua河多年日径流序列为研究对象,首先利用0-1混沌测试方法进行了混沌特性识别和判定;然后基于相空间重构,运用相空间重构、伪最近邻点法、关联维数方法、最大Lyapunov指数法和Kolmogorov熵5种非线性研究方法分析了这两列径流时间序列混沌特性。研究结果表明0-1混沌测试方法简单有效。以上方法交互验证了该两列径流时间序列存在低维混沌特性。
|
| 关 键 词： | 混沌 径流序列 0-1测试 关联维数 Lyapunov指数 Kolmogorov熵 |
| 收稿时间： | 2011-12-27 |
Application of the 0-1 test algorithm for chaos to runoff time series |
| |
| LI Xin-jie,HU Tie-song,GUO Xu-ning,ZENG Xiang,ZHANG Tao.Application of the 0-1 test algorithm for chaos to runoff time series[J].Advances in Water Science,2012,23(6):861-868. |
| |
| Authors: | LI Xin-jie HU Tie-song GUO Xu-ning ZENG Xiang ZHANG Tao |
| |
| Institution: | State Key Laboratory of Water Resources and Hydropower Engineering Science, Wuhan University, Wuhan 430072, China |
| |
| Abstract: | The commonly used methods for the identification of chaotic characteristic of runoff time series are the correlation dimension method, the largest Lyapunov exponent method and Kolmogorov entropy method, which are based on the phase space reconstruction. Recently, a novel test approach for chaos detection in time series named zero-one (0-1) test has been proposed. This method applies directly to time series data; therefore, the phase space reconstruction is not required. Moreover, the non-chaotic and chaotic motions can be decided by means of the parameters Kc approaching asymptotically either to zero or one. Case studies of Logistic map, daily runoff series of Jinsha River in China and Umpqua River in America are implemented. The chaotic characteristics are identified and verified by using the 0-1 test algorithm. Then, based on the phase space reconstruction, five nonlinear dynamic methods are employed: ① phase space reconstruction; ② the false Nearest Neighbor (FNN) algorithm; ③ correlation dimension method; ④ Lyapunov exponent method; and, ⑤ Kolmogorov entropy. The comparative results show the effectiveness and reliability of the 0-1 test algorithm. The results from these methods provide cross-verification and confirmation of the existence of a mild low-dimensional chaos in the two daily runoff time series. |
| |
| Keywords: | chaos runoff series 0-1 test correlation dimension Lyapunov exponent Kolmogorov entropy |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《水科学进展》浏览原始摘要信息 |
| 点击此处可从《水科学进展》下载免费的PDF全文 |
|
