A neural' network applied to tlie calculation of lyapunov exponents1

DOI10.1080/07474939408800277zbMATH Open0830.62102OpenAlexW2045109675MaRDI QIDQ4853079FDOQ4853079

Authors: Johan F. Kaashoek, Herman K. Van Dijk 

Publication date: 25 October 1995

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939408800277

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zbMATH Keywords

stabilitylargest Lyapunov exponentindirect methodbackpropagationdata generating functionneural network estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05) Economic time series analysis (91B84) Applications of dynamical systems (37N99)

Cites Work

• Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models

Cited In (7)

• Evaluating Lyapunov exponent spectra with neural networks
• Exact results for the average dynamic behavior of some nonlinear neural networks
• On stability analysis via Lyapunov exponents calculated based on radial basis function networks
• Lyapunov exponents computation for hybrid neurons
• Challenges and opportunities for twenty first century Bayesian econometricians: a personal view
• Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
• Using machine learning to replicate chaotic attractors and calculate Lyapunov exponents from data

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