LYAPUNOV-EXPONENT SPECTRUM FROM NOISY TIME SERIES
From MaRDI portal
Publication:2849229
DOI10.1142/S0218127413501034zbMath1272.37035MaRDI QIDQ2849229
Tian-Liang Yao, Hai-Feng Liu, Jianliang Xu, Wei-Feng Li
Publication date: 17 September 2013
Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218127413501034
37D45: Strange attractors, chaotic dynamics of systems with hyperbolic behavior
37M10: Time series analysis of dynamical systems
37D25: Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.)
Cites Work
- Calculation of Lyapunov exponents for dynamic systems with discontinuities.
- Noise robust estimates of the largest Lyapunov exponent
- Stability analysis and Lyapunov exponents of a multi-body mechanical system with rigid unilateral constraints
- A two-dimensional mapping with a strange attractor
- Determining Lyapunov exponents from a time series
- Practical method for determining the minimum embedding dimension of a scalar time series
- Robust estimation of tangent maps and Liapunov spectra
- A practical method for calculating largest Lyapunov exponents from small data sets
- A linearization based non-iterative approach to measure the Gaussian noise level for chaotic time series
- Complex dynamical behaviors of daily data series in stock exchange
- ON THE COMPUTATION OF LYAPUNOV EXPONENTS FOR DISCRETE TIME SERIES: APPLICATIONS TO TWO-DIMENSIONAL SYMPLECTIC AND DISSIPATIVE MAPPINGS
- A NEURO-FUZZY BASED MODEL FOR ACCURATE ESTIMATION OF THE LYAPUNOV EXPONENTS OF AN UNKNOWN DYNAMICAL SYSTEM
- Estimating the largest Lyapunov exponent and noise level from chaotic time series
- Computation of the dominant Lyapunov exponent via spatial integration using matrix norms
- Independent coordinates for strange attractors from mutual information
- Ergodic theory of chaos and strange attractors
- Deterministic Nonperiodic Flow
- Classical Limit and Chaotic Regime in a Semi-Quantum Hamiltonian
- Motion of vortices outside a cylinder
- NOISE ESTIMATION BY USE OF NEIGHBORING DISTANCES IN TAKENS SPACE AND ITS APPLICATIONS TO STOCK MARKET DATA
- CHAOTIC DYNAMICS FOR MAPS IN ONE AND TWO DIMENSIONS: A GEOMETRICAL METHOD AND APPLICATIONS TO ECONOMICS
- LYAPUNOV'S EXPONENTS FOR NONSMOOTH DYNAMICS WITH IMPACTS: STABILITY ANALYSIS OF THE ROCKING BLOCK
- ON CHAOTIC BEHAVIORS OF INCOMPRESSIBLE FLUID FLOWS IN TRIANGULAR DRIVEN CAVITIES
- The largest Lyapunov exponent of chaotic dynamical system in scale space and its application