Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms

DOI10.1016/j.amc.2022.127498OpenAlexW4293874865MaRDI QIDQ2673957

Julio E. Sandubete, Lorenzo Escot

Publication date: 21 September 2022

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2022.127498

zbMATH Keywords

Lyapunov exponentschaotic time seriesglobal and local neural net modelsJacobian indirect methodslocal neural net kernel modelslocal polynomial kernel models

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Approximation methods and numerical treatment of dynamical systems (37Mxx) Dynamical systems with hyperbolic behavior (37Dxx)

Related Items (1)

Chaos measure dynamics in a multifactor model for financial market predictions

Uses Software

• TISEAN

Cites Work

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