Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression
From MaRDI portal
additive noisechaosconsistent estimatordynamical systemsestimation of Lyapunov exponentsneural netsnonlinear autoregressive systemnonlinear dynamicsnonlinear time series modelsnonparametric regressionprojection pursuitradial basis functionsrate of convergencesimulationsspline methodthin-plate splines
Recommendations
Cited in
(38)- A single-blind controlled competition among tests for nonlinearity and chaos
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
- Local Lyapunov exponents computed from observed data
- Nonlinear forecasting of hepatitis and AIDS incidence
- On complex behavior and exchange rate dynamics
- Statistical analysis of Lyapunov exponents from time series: a Jacobian approach.
- On the use of interval extensions to estimate the largest Lyapunov exponent from chaotic data
- Consistent Lyapunov exponent estimation for one-dimensional dynamical systems
- A statistical framework for testing chaotic dynamics via Lyapunov exponents
- The topological invariance of Lyapunov exponents in embedded dynamics
- Martingales, nonlinearity, and chaos
- Solving the chaos model-data paradox in the cryptocurrency market
- Chaotic signals inside some tick-by-tick financial time series
- Simple estimation method for the second-largest Lyapunov exponent of chaotic differential equations
- Looking for systematic approach to select chaos tests
- Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
- EMU and the stability and volatility of foreign exchange: some empirical evidence
- Detection of chaotic determinism in time series from randomly forced maps
- Is the largest Lyapunov exponent preserved in embedded dynamics?
- Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms
- Estimation of Lyapunov spectrum and model selection for a chaotic time series
- scientific article; zbMATH DE number 709518 (Why is no real title available?)
- scientific article; zbMATH DE number 1094298 (Why is no real title available?)
- Applications of bivariate and univariate local lyapunov exponents
- Identifying the linear region based on machine learning to calculate the largest Lyapunov exponent from chaotic time series
- Complexity testing techniques for time series data: a comprehensive literature review
- Random walk or chaos: a formal test on the Lyapunov exponent
- Chaotic time series analysis in economics: balance and perspectives
- scientific article; zbMATH DE number 2217378 (Why is no real title available?)
- A method for estimating the Lyapunov exponents of chaotic time series corrupted by random noise using extended Kalman filter
- Using chaos synchronization to estimate the largest Lyapunov exponent of nonsmooth systems
- A chaotic attractor in ecology: Theory and experimental data
- Cycles, chaos, and noise in predator-prey dynamics
- Special issue: Chaos in ecology
- Stability-complexity phase transitions induced by nonlinear spatiotemporal noise
- Estimating the Lyapunov exponent from chaotic time series with dynamic noise
- A dynamic factor approach to nonlinear stability analysis
- Testing for nonlinearity in time series: the method of surrogate data
This page was built for publication: Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4031051)