Analysis of positive Lyapunov exponents from random time series

DOI10.1016/S0167-2789(97)80004-8zbMath0930.37041OpenAlexW2024458283MaRDI QIDQ1376428

Masao Taki, Toshiyuki Tanaka, Kazuyuki Aihara

Publication date: 17 December 1997

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-2789(97)80004-8

zbMATH Keywords

upper bounddeterministic chaoschaotic time seriesLyapunov spectrastochastic modelrandom time seriespositive Lyapunov exponentsrandom contamination

Mathematics Subject Classification ID

Attractors and their dimensions, Lyapunov exponents for infinite-dimensional dissipative dynamical systems (37L30) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Time series analysis of dynamical systems (37M10)

Related Items (2)

Noise robust estimates of the largest Lyapunov exponent ⋮ Pathological tremors: Deterministic chaos or nonlinear stochastic oscillators?

Cites Work

• Testing for nonlinearity in time series: the method of surrogate data
• Determining Lyapunov exponents from a time series
• Embedology
• Lyapunov Spectral Analysis on Random Data
• Ergodic theory of chaos and strange attractors
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