lorenz.m

检测时间序列的平稳性

clear
clc
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
[tt1,y1]=ode45(@LorenzDifEqn1,[0,75],[0.1,0.1,0.1]);
xx1=y1(:,1)';
delt_t1 = 0.001;
t1=0:delt_t1:75;
x1=spline(tt1,xx1,t1);
Data = x1(1000:1:1400);
m=8;
tau=10;
N=401;
P=ave_T(Data,N);
lambda_1=largest_lyapunov_exponent(Data,N,m,tau,P,delt_t1)