Title: Calculation Lyapunov exponent spectrum of time series based on least-squared support vector machine
Abstract: In order to calculation Lyapunov exponent spectrum of unknown system,firstly,reconstruct phase space of observed one-dimensional time series,secondly,use Least-Squared Support Vector Machine(LS-SVM) approximate dynamical equation of reconstruction system and calculation Lyapunov exponent spectrum by Jacobian matrix.Lyapunov exponent spectrum of Henon system has been calculated by proposed method,result is precise even length of time series is shorter than 1000.Lyapunov exponent spectrum of real traffic flow time series of different condition has been calculated,the result shows that:in crowded condition,system is hyper chaotic because there are two or more positive Lyapunov exponents;in synchronized condition,system is chaotic or hyper chaotic there are one or more positive Lyapunov exponents;in jammed condition,system is not chaotic because all Lyapunov exponents are smaller than zero.
Publication Year: 2009
Publication Date: 2009-01-01
Language: en
Type: article
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Cited By Count: 1
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