The Complexity and Application Research of Several Attractors About Economic System Time Series

摘要

In this paper, time series with stable convergence, saddles, Hopf bifurcations and chaotic points in one kind of complicated systems have been studied in respects of: fractal characteristic and fractal dimension . By using phase space reconstruction technology of chaotic time series, work of reconstruction has been done respectively on these four different conditions and further by applying wavelet network models, work of modeling and prediction have been done accordingly. The results indicate: treatment of zero mean value in the identification of the chaotic models has no obvious influence on precision and length of predictions, while the treatment by Fourier Filter can damage effectiveness of prediction.