Statistical analysis of Lyapunov exponents from time series: a Jacobian approach.

DOI10.1016/S0895-7177(98)00032-6MaRDI QIDQ1596743zbMATH OpenOpenAlexFDO

Authors D. Lai, Guanrong Chen

Publication date 5 May 2002

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0895-7177(98)00032-6

zbMATH Keywords

JacobianSimulationCentral limit theoremStatistical testDynamical system

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

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Cited in

(12)

• Finite time blowup in a realistic food-chain model
• The topological invariance of Lyapunov exponents in embedded dynamics
• Lyapunov exponents from time series: Variations for an algorithm
• Turing patterns and long-time behavior in a three-species food-chain model
• A generic voltage-controlled discrete memristor model and its application in chaotic map
• A neuro-fuzzy based model for accurate estimation of the Lyapunov exponents of an unknown dynamical system
• MAKING A DISCRETE DYNAMICAL SYSTEM CHAOTIC: THEORETICAL RESULTS AND NUMERICAL SIMULATIONS
• On statistical properties of the lyapunov exponent of the generalized skew tent map
• Distribution of the estimated lyapunov exponents from noisy chaotic time series
• scientific article; zbMATH DE number 2113287 (Why is no real title available?)
• Computation of the Lyapunov exponents in the compass-gait model under OGY control via a hybrid Poincaré map
• Reconstruction of the Lorenz and Chen systems with noisy observations

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