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Lyapunov exponents from time series: Variations for an algorithm
Author(s) -
Barna György
Publication year - 1995
Publication title -
international journal of intelligent systems
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.291
H-Index - 87
eISSN - 1098-111X
pISSN - 0884-8173
DOI - 10.1002/int.4550100105
Subject(s) - lyapunov exponent , series (stratigraphy) , algorithm , variation (astronomy) , probabilistic logic , computer science , mathematics , artificial intelligence , chaotic , physics , paleontology , astrophysics , biology
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. © 1995 John Wiley & Sons, Inc.