A fast algorithm for estimating Lyapunov exponents from time series

被引：18

作者：

Oiwa, NN ^{[1
]}

Fiedler-Ferrara, N ^{[1
]}

机构：

[1] Univ Sao Paulo, Inst Fis, BR-05315970 Sao Paulo, Brazil

来源：

PHYSICS LETTERS A | 1998年 / 246卷 / 1-2期

关键词：

Lyapunov exponents; characterization of the time series; algorithm of moving boxes;

D O I：

10.1016/S0375-9601(98)00476-9

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We propose a fast algorithm for estimating Lyapunov exponents from time series. We divide the phase space into boxes, which can move to adapt to the geometry of the reconstructed attractor. Lyapunov exponents are calculated from the average Jacobians estimated for each box. Results for known maps and fluxes are in agreement with values calculated through usual time average methods. The application of the procedure requires a small number of adjustable parameters. (C) 1998 Elsevier Science B.V.

引用

页码：117 / 121

页数：5

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