| 混沌投资时间序列的分形维数谱 |
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| 引用本文： | 许清海. 混沌投资时间序列的分形维数谱[J]. 泉州师范学院学报, 2002, 20(6): 8-12 |
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| 作者姓名： | 许清海 |
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| 作者单位： | 泉州师范学院,数学系,福建,泉州,362000 |
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| 摘 要： | 不同文献对沪指和深指的分形维数的计算结果相差甚大，究其原因，除计算方法，计算误差外，更深层次的原因是混沌投资时间序列分形维数谱的存在，本文对混沌投资时间序列分形维数的信息谱，奇异谱，动熵谱等问题进行探索，并简介其应用。
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| 关 键 词： | 混沌投资时间序列 分形维数谱 信息谱 奇异谱 动熵谱 证券市场 |
| 文章编号： | 1009-8224(2002)06-0008-05 |
The Spectra of Fractal Dimensions for Time Series of Chaotic Investment |
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| XU Qing hai. The Spectra of Fractal Dimensions for Time Series of Chaotic Investment[J]. Journal of Quanzhou Normal College, 2002, 20(6): 8-12 |
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| Authors: | XU Qing hai |
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| Abstract: | The calculating results of fractal dimensions for both stock indexes of Shanghai and Shenzhen are very different in various documents.Besides the difference of calculating method and error,the actual cause lies in the spectra of fractal dimensions for time series of chaotic investment .The article probes the informational spectrum, strange spectrum, dynamic entropy spectrum of fractal dimensions for time series of chaotic investment;and briefly introduces their applications. |
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| Keywords: | chaos investment informational spectrum strange spectrum dynamic entropy spectrum time series fractal dimension securities market |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
