LYAPUNOV EXPONENTS FROM TIME-SERIES - VARIATIONS FOR AN ALGORITHM

被引：2
|
作者：
BARNA, G [1 ]
机构：
[1] HUNGARIAN ACAD SCI,KFKI,PARTICLE & NUCL PHYS RES INST,BIOPHYS GRP,H-1525 BUDAPEST,HUNGARY
来源：
INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS | 1995年 / 10卷 / 01期
关键词：
D O I：
10.1002/int.4550100105
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
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, and a probabilistic approach is proposed. (C) 1995 John Wiley and Sons, Inc.
引用
收藏
页码：25 / 39
页数：15
相关论文
共 50 条
  • [1] LYAPUNOV EXPONENTS FROM TIME-SERIES
    HOLZFUSS, J
    PARLITZ, U
    LECTURE NOTES IN MATHEMATICS, 1991, 1486 : 263 - 270
  • [2] DETERMINING LYAPUNOV EXPONENTS FROM A TIME-SERIES
    WOLF, A
    SWIFT, JB
    SWINNEY, HL
    VASTANO, JA
    PHYSICA D, 1985, 16 (03): : 285 - 317
  • [3] LYAPUNOV EXPONENTS FROM OBSERVED TIME-SERIES
    BRYANT, P
    BROWN, R
    ABARBANEL, HDI
    PHYSICAL REVIEW LETTERS, 1990, 65 (13) : 1523 - 1526
  • [4] ESTIMATION OF LYAPUNOV EXPONENTS FROM TIME-SERIES - THE STOCHASTIC CASE
    DAMMIG, M
    MITSCHKE, F
    PHYSICS LETTERS A, 1993, 178 (5-6) : 385 - 394
  • [5] EVALUATION OF LYAPUNOV EXPONENTS AND SCALING FUNCTIONS FROM TIME-SERIES
    STOOP, R
    MEIER, PF
    JOURNAL OF THE OPTICAL SOCIETY OF AMERICA B-OPTICAL PHYSICS, 1988, 5 (05) : 1037 - 1045
  • [6] A fast algorithm for estimating Lyapunov exponents from time series
    Oiwa, N.N.
    Fiedler-Ferrara, N.
    Physics Letters, Section A: General, Atomic and Solid State Physics, 1998, 246 (1-2): : 117 - 121
  • [7] A fast algorithm for estimating Lyapunov exponents from time series
    Oiwa, NN
    Fiedler-Ferrara, N
    PHYSICS LETTERS A, 1998, 246 (1-2) : 117 - 121
  • [8] Conditional Lyapunov exponents from time series
    Pyragas, K
    PHYSICAL REVIEW E, 1997, 56 (05): : 5183 - 5188
  • [9] LIAPUNOV EXPONENTS FROM TIME-SERIES
    ECKMANN, JP
    KAMPHORST, SO
    RUELLE, D
    CILIBERTO, S
    PHYSICAL REVIEW A, 1986, 34 (06): : 4971 - 4979
  • [10] Lyapunov exponents from a time series: A noise-robust extraction algorithm
    Banbrook, M
    Ushaw, G
    McLaughlin, S
    CHAOS SOLITONS & FRACTALS, 1996, 7 (07) : 973 - 976
12345