Characterization of chaotic and periodic dynamics in a time series

XIE Zhong-yu^1,2, WANG Ke-jun¹, ZHANG Wang³

1.College of Automation, Harbin Engineering University, Harbin 150001, China;2.Dept. of Electronic Engineering,Heilongjiang Institute of Technology, Harbin 150050, China;3.Research Centre for Space Optical Engineering, Harbin Institute of Technology, Harbin 150001, China



Abstract:

In order to characterize synthesizing periodic and chaotic component dynamics in a time series, classical chaotic system-logistic map and Duffing system was examined by time dependent exponent (TDE) of the direct dynamical test. The simulative calculation results with the logistic map and Duffing system showed that periods and chaotic dynamics can be readily characterized by computing a series of TDE curves. The method was also applied to study power short-term load time series as well as measured a time series. Their dynamic characteristics of chaotic component and period were conveniently found.

Key words:  chaos  period  time dependent exponent

DOI：10.11916/j.issn.1005-9113.2011.02.014

Clc Number:O415.5

Fund: