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单变量时间序列相空间重构及应用研究
引用本文:李玉霞,吴百海,邢志鹏.单变量时间序列相空间重构及应用研究[J].组合机床与自动化加工技术,2004(2):51-52,55.
作者姓名:李玉霞  吴百海  邢志鹏
作者单位:1. 广东工业大学,机电学院,广东,广州,510090;滨州学院,物理系,山东,滨州,256600
2. 广东工业大学,机电学院,广东,广州,510090
摘    要:以连扎机组动力系统中的液压泵为研究对象,根据Takens延时法对单变量时间序列进行相空间重构,用G-P算法计算时间序列的关联维数,研究了时间延迟和嵌入维数的取值范围,分析了关联维数与复杂系统动态变化之间的关系,并给出了初步的诊断分析,取得了初步成效.

关 键 词:时间序列  相空间重构  分形  关联维数  故障诊断
文章编号:1001-2265(2004)02-0051-03

Phase space reconstruction of single variable time series and its application
LI Yuxia,WU Baihai,XING Zhipeng.Phase space reconstruction of single variable time series and its application[J].Modular Machine Tool & Automatic Manufacturing Technique,2004(2):51-52,55.
Authors:LI Yuxia  WU Baihai  XING Zhipeng
Affiliation:LI Yuxia WU Baihai XING Zhipeng
Abstract:In this paper, the Application of phase space reconstruction technique in Hydraulic Pump Fault Diagnosis are expounded. Industrial systems typically exhibit nonlinear behavior when failure or fault occurs. The correlation dimension can be used quantitatively describe the phase space property of the attractor for the quality of reconstruction. In this research, the principle of selecting time delay and embedding dimension was studied. GP algorithm to compute the correlation dimension is relative ease with which it can be calculated from a measured time series of dynamic system.
Keywords:time series  phase space reconstruction  fractal  correlation dimension  fault diagnosis
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