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The Use of the R / S Analysis for Study of Deterministic, Chaos on the Example of the Perturbed Van der Pol Oscillator
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УДК: 517.928.4, 330.4, 336
Мова публікації: Російська
Stuc. intelekt. 2011; 16; (3):396-402
Анотація: The study is based on the use of the R / S analysis for the numerical solution of van der Pol equation to study the fundamental properties of complex economic systems that exhibit multi-scale and multistable behavior, as well as the coexistence of order and chaos, depending on changes of the control parameter. The work accents on the study of the Hurst exponent behavior at different chaotic modes and levels of investment. The possibilities of R / S analysis of recognition of the behavior of the system are studied.
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Посилання:
- Goodwin R. M. The nonlinear accelerator and the persistence of business cycles. Econometrica. Vol 19.1951. P 1-17
- Chian A. C.-L. Springer: Lecture Notes In Economics And Mathematical Systems 592. P 15, 30, 42-43
- Peters E. Fraktal'nyj analiz finansovyh rynkov. Primenenie teorii haosa v investicijah i ekonomike.M.:Internet trejding. 2004