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lyapunov_wolf

于 2015-03-25 发布 文件大小:2KB
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代码说明:

  该函数用来计算时间序列的最大Lyapunov 指数 Wolf 方法 m: 嵌入维数 tau:时间延迟 data:时间序列 N:时间序列长度 P:时间序列的平均周期,选择演化相点距当前点的位置差,即若当前相点为I,则演化相点只能在|I-J|>P的相点中搜寻 lambda_1:返回最大lyapunov指数值 (This function is used to calculate the time series of the largest Lyapunov exponent Wolf method m: embedding dimension tau: time delay data: time series N: Time sequence length P: the average period of time series, the evolution of the current location of the point relative pitch poor, that is, if the current phase point is I, the evolution of the phase point only | I-J |> phase point P in search lambda_1: returns the maximum index value lyapunov)

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