IDENTIFICATION AND FORECASTING OF SHARP CHANGES IN ECONOMICAL SYSTEMS BY TRACKING OF LOCAL LYAPUNOV EXPONENTS | Zendy

Dmitry Malyuk | Zendy; Georgy Boyarintsev | Zendy

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IDENTIFICATION 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 -

international journal of 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.

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