We consider arbitrary bounded discrete time series originating from dynamical system. Without any use of the Fourier transform, we find periodic points which suitably characterizes (i.e. independent of Lyapunov exponent) the corresponding time series. In particular, bounded discrete time series generated by the autoregressive model (without the white noise) is equivalent to a quasi periodic function.
翻译:我们考虑源自动力系统的任意有界离散时间序列。在不使用傅里叶变换的情况下,我们找到了能够恰当表征(即独立于李雅普诺夫指数)相应时间序列的周期点。特别地,由自回归模型(不含白噪声)生成的有界离散时间序列等价于一个拟周期函数。