通过相空间重构技术,对Brent和WTI原油价格增长率的时间序列分别进行相空间重构,将若干固定时间延迟点上的数据作为新维处理,形成相点,应用Wolf方法得出了最大的Lyapunov指数,从而给出了系统混沌存在的证据;利用关联函数求出了关联维度和Kolmogorov熵,从而给出了对系统的混沌程度的估计和对Brent和WTI原油价格进行有效性预测的时间尺度. Phase space reconstruction techniques are used to reconstruct the time series of the Brent and WTI crude oil price growth rates separately. The data at several fixed time delay points are treated as new dimension to form the phase points. The Wolf method is used to obtain the maximum The Lyapunov exponent is given, and the evidence of the existence of system chaos is given. The correlation dimension and the Kolmogorov entropy are obtained by using the correlation function, which gives the estimation of the chaos degree of the system and the prediction of the validity of Brent and WTI crude oil prices scale.