Improvement of R/S analysis in nonlinear system and wavelet forecast

doi:10.3778/j.issn.1002-8331.2009.29.058

Computer Engineering and Applications ›› 2009, Vol. 45 ›› Issue (29): 198-201.DOI: 10.3778/j.issn.1002-8331.2009.29.058

• 工程与应用 • Previous Articles Next Articles

Improvement of R/S analysis in nonlinear system and wavelet forecast

MAO Jun-jun^1，2，CHENG Rong²，WU Tao^1，2，3

1.Department of Mathematical Sciences，Anhui University，Hefei 230039，China
2.Key Laboratory of Intelligent Computing & Signal Processing of Ministry of Education，Anhui University，Hefei 230039，China
3.State Key Laboratory for Novel Software Technology，Nanjing University，Nanjing 210093，China

Received:2008-11-14 Revised:2009-02-03 Online:2009-10-11 Published:2009-10-11
Contact: MAO Jun-jun

非线性动力系统R/S法的改进及小波预测

毛军军^1，2，程蓉²，吴涛^1，2，3

1.安徽大学数学科学学院，合肥 230039
2.安徽大学智能计算与信号处理教育部重点实验室，合肥 230039
3.南京大学计算机软件新技术国家重点实验室，南京 210093

通讯作者: 毛军军

Abstract

Abstract: By reconstructing the original data by wavelet transform based on R/S analysis and multifractal analysis，it analyses the nonlinear characteristics of the system of fixed-line phone users and mobile phone users and its evolutionary principle.According to fractal dimension，non-periodic cycle，holder index，it points out that the growth of phone users has strong stability，long-term memory and multifractal feature.With the order of paritition function increasing，the multifractal strength increases.Moreover，the multifractal strength of mobile phone users is greater.Compared to the original data，the reconstructed data fit better.The number of phone users of the next three months is forecasted by the reconstructed data.

Key words: the number of phone users, Rescaled Range Analysis（R/S）, non-periodic cycle, multifractal analysis, wavelet transform, forecast

摘要： 针对固定电话和移动电话用户人数的时间序列，将小波变换与R/S分析法，多重分形相结合，探讨了系统的动力学特性和演化规律，并从分形维数、非周期循环长度、奇异性指数等方面指出电话用户人数增长趋势存在强持续性和长期记忆性以及具有多重分形特征，随着配分阶数的增大，多重分形随之增强，并得出移动电话人数的多重分形特性更强。接着对原始数据和小波重构后的数据进行了回归拟合比较，结果证明小波重构后的数据拟合程度更高，并利用重构的数据预测了未来三个月的电话用户人数。

关键词: 电话用户人数, R/S分析, 非周期循环长度, 多重分形分析, 小波变换, 预测

CLC Number:

TP18

MAO Jun-jun^1，2，CHENG Rong²，WU Tao^1，2，3. Improvement of R/S analysis in nonlinear system and wavelet forecast[J]. Computer Engineering and Applications, 2009, 45(29): 198-201.

毛军军^1，2，程蓉²，吴涛^1，2，3. 非线性动力系统R/S法的改进及小波预测[J]. 计算机工程与应用, 2009, 45(29): 198-201.

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Improvement of R/S analysis in nonlinear system and wavelet forecast

非线性动力系统R/S法的改进及小波预测

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