Lyapunov exponents from observed time series
β Scribed by Bryant, Paul; Brown, Reggie; Abarbanel, Henry D. I.
- Book ID
- 118154468
- Publisher
- The American Physical Society
- Year
- 1990
- Tongue
- English
- Weight
- 238 KB
- Volume
- 65
- Category
- Article
- ISSN
- 0031-9007
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π SIMILAR VOLUMES
The conventional method for estimating Lyapunov spectra can give spurious positive Lyapunov exponents when applied to random time series. We analyze this phenomenon by considering a situation in which the method is applied to completely random time series produced by a simple stochastic model. We sh
There are two basic procedures developed for the calculation of Lyapunov exponents. Although they seem to be almost opposite algorithms, it has been already shown that they can be considered as extreme cases of a single general method. The existing methods are revisited, a variation is presented, an