Lyapunov exponents from observed time series

DOI10.1103/PhysRevLett.65.1523zbMath1050.37520WikidataQ27345233 ScholiaQ27345233MaRDI QIDQ4491733

Paul Bryant, Reggie Brown, Henry D. I. Abarbanel

Publication date: 16 July 2000

Published in: Physical Review Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

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Uses Software

• LINPACK

Cites Work

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• Lyapunov characteristic exponents for smooth dynamical systems and for Hamiltonian systems; a method for computing all of them. I: Theory
• Information and entropy in strange attractors
• Independent coordinates for strange attractors from mutual information
• Ergodic theory of chaos and strange attractors
• Deterministic Nonperiodic Flow

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