limace.m

用matlab实现利用统计混沌方法解决非线性系统时间序列预测的问题

function res=limace(resdim,nbrech,alpha);

if (nargin<3), alpha = 0.9; end;

res = zeros([nbrech,resdim]);

for j=1:resdim
	res(1,j) = rand(1);
end;

dir = (rand(1)-rand(1));

for i=2:nbrech,
	for j=1:resdim,
		res(i,j) = alpha*res(i-1,j) + (rand(1)-rand(1))*(1-alpha)*rand(1);
	end;
end;