Title: Identification of Chaotic Time Series Based on Lyapunov Exponents
Abstract: The foundation of analysis, prediction and control to nonlinear time series is how to identify chaos.In this paper the drawback of using. Lyapunov exponents to identify chaos is overcome on old methods in some literature for calculating Lyapunov exponents. First, we utilize the statistics constructed from correlation dimension to estimate parameters in the phase space reconstruction. Then, according to the ergodicity of chaos and the definition of Lyapunov exponents, we put forward a new method for calculating the largest Lyapunov exponent.
Publication Year: 2003
Publication Date: 2003-01-01
Language: en
Type: article
Access and Citation
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot