Lyapunov exponents from time series: Variations for an algorithm

DOI10.1002/INT.4550100105MaRDI QIDQ4851890zbMATH OpenOpenAlexFDO

Authors György Barna

Publication date 5 March 1996

Published in International Journal of Intelligent Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/int.4550100105

zbMATH Keywords

algorithmschaotic systemscontrol parameterLyapunov exponenttime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• A Simplex Method for Function Minimization
• scientific article; zbMATH DE number 3585754 (Why is no real title available?)
• IDENTIFICATION OF TRUE AND SPURIOUS LYAPUNOV EXPONENTS FROM TIME SERIES

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(11)

• Determining Lyapunov exponents from a time series
• The matric algorithm of Lyapunov exponent for the experimental data obtained in dynamic analysis
• An alternative approach for MLE calculation in nonlinear continuous dynamic systems
• Method for calculation of Lyapunov exponents spectrum from data series
• scientific article; zbMATH DE number 19553 (Why is no real title available?)
• IDENTIFICATION OF TRUE AND SPURIOUS LYAPUNOV EXPONENTS FROM TIME SERIES
• COMPUTING THE DISTRIBUTION OF THE LYAPUNOV EXPONENT FROM TIME SERIES: THE ONE-DIMENSIONAL CASE STUDY
• scientific article; zbMATH DE number 2113287 (Why is no real title available?)
• scientific article; zbMATH DE number 829841 (Why is no real title available?)
• Detecting variation of the vector field from a time series
• Effect of parameter calculation in direct estimation of the Lyapunov exponent in short time series

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