Analysis of positive Lyapunov exponents from random time series
DOI10.1016/S0167-2789(97)80004-8zbMATH Open0930.37041OpenAlexW2024458283MaRDI QIDQ1376428FDOQ1376428
M. Taki, Toshiyuki Tanaka, Kazuyuki Aihara
Publication date: 17 December 1997
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-2789(97)80004-8
upper boundstochastic modelchaotic time seriesdeterministic chaosrandom time seriesLyapunov spectrapositive Lyapunov exponentsrandom contamination
Time series analysis of dynamical systems (37M10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Attractors and their dimensions, Lyapunov exponents for infinite-dimensional dissipative dynamical systems (37L30)
Cites Work
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- Testing for nonlinearity in time series: the method of surrogate data
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- Determining Lyapunov exponents from a time series
- Embedology
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- Ergodic theory of chaos and strange attractors
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- Lyapunov Spectral Analysis on Random Data
Cited In (7)
- Lyapunov exponent as a discriminating statistic in surrogate data analysis
- Determining Lyapunov exponents from a time series
- Noise robust estimates of the largest Lyapunov exponent
- Lyapunov exponents from time series: Variations for an algorithm
- Pathological tremors: Deterministic chaos or nonlinear stochastic oscillators?
- IDENTIFICATION OF TRUE AND SPURIOUS LYAPUNOV EXPONENTS FROM TIME SERIES
- Lyapunov exponents from observed time series
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