Open AccessIDENTIFICATION AND FORECASTING OF SHARP CHANGES IN ECONOMICAL SYSTEMS BY TRACKING OF LOCAL LYAPUNOV EXPONENTS
Author(s) -
Dmitry Malyuk,
Georgy Boyarintsev
Publication year - 2014
Publication title -
computing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.184
H-Index - 11
eISSN - 2312-5381
pISSN - 1727-6209
DOI - 10.47839/ijc.3.3.317
Subject(s) - lyapunov exponent , identification (biology) , chaotic , nonlinear system , tracking (education) , computer science , lyapunov function , series (stratigraphy) , mathematics , chaotic systems , current (fluid) , control theory (sociology) , artificial intelligence , physics , sociology , geology , control (management) , paleontology , pedagogy , botany , quantum mechanics , biology , thermodynamics
An approach to detect sharp changes in economical systems was developed in this paper. We will give brief introduction in current methods of prediction of nonlinear and chaotic time-series and give definition of local Lyapunov exponents (LLE). Then author’s approach will be described. Also some numerical results and discussions will be given.