A ROBUST METHOD TO ESTIMATE THE MAXIMAL LYAPUNOV EXPONENT OF A TIME-SERIES

被引：640

作者：

KANTZ, H

机构：

[1] Fachbereich Physik, Universität Wuppertal, 42097 Wuppertal

来源：

PHYSICS LETTERS A | 1994年 / 185卷 / 01期

关键词：

D O I：

10.1016/0375-9601(94)90991-1

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

A very simple method to compute the maximal Lyapunov exponent of a time series is introduced. The algorithm makes use of the statistical properties of the local divergence rates of nearby trajectories. It does not depend explicitly on the knowledge of the correct embedding dimension or on other parameters.

引用

页码：77 / 87

页数：11

共 18 条

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