Estimating the largest Lyapunov exponent and noise level from chaotic time series
DOI10.1063/1.4731800zbMATH Open1319.37053OpenAlexW2031806779WikidataQ51316613 ScholiaQ51316613MaRDI QIDQ2944571FDOQ2944571
Authors: Tian-Liang Yao, Hai-Feng Liu, Jian-Liang Xu, Wei-Feng Li 
Publication date: 2 September 2015
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.4731800
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Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Generation, random and stochastic difference and differential equations (37H10) Simulation of dynamical systems (37M05)
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- A method of estimating the noise level in a chaotic time series
- Lyapunov-exponent spectrum from noisy time series
- Measuring Lyapunov exponents of large chaotic systems with global coupling by time series analysis
- Identifying the linear region based on machine learning to calculate the largest Lyapunov exponent from chaotic time series
- Noise robust estimates of the largest Lyapunov exponent
- The largest Lyapunov exponent of chaotic dynamical system in scale space and its application
- A method for estimating the Lyapunov exponents of chaotic time series corrupted by random noise using extended Kalman filter
- Computation of the largest positive Lyapunov exponent using rounding mode and recursive least square algorithm
- A robust method for estimating the largest Lyapunov exponent
- On the use of interval extensions to estimate the largest Lyapunov exponent from chaotic data
- The deterministic chaos and random noise in turbulent jet
- Estimating the amplitude of measurement noise present in chaotic time series
- Noise level estimation for a chaotic time series
- Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms
- Denoising method based on singular spectrum analysis and its applications in calculation of maximal Lyapunov exponent
- Reconstructing bifurcation diagrams only from time-series data generated by electronic circuits in discrete-time dynamical systems
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