NON-LINEAR METHODS FOR STUDY ON CHAOTIC CHARACTERISTIC OF ECONOMICAL SERIES
基于混沌和分形理论，总结了研究经济序列混沌特征的非线性方法，包括分形维数、关联维数、Lyapunov指数、Kolmogorov熵和R/S分析的计算方法，并简要讨论了应用前景。
In this paper,non-linear methods for study on chaotic characteristic of economical series are summarized based on the chaos theory and the fractal theory,these methods are as follows:the first is the calculating method of fractal dimension of time series of economy,the second is the calculating method of correlative dimension,the third is the calculating method of the Lyapunov exponent and the Kolmogorov entropy,the fourth is the R/S analysis method. Further more,prospect about the applications of non-linear methods is discussed simply too.