Lyapunov exponents from time series: Variations for an algorithm

DOI10.1002/INT.4550100105zbMath0832.65150OpenAlexW2041364140MaRDI QIDQ4851890

György Barna

Publication date: 5 March 1996

Published in: International Journal of Intelligent Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/int.4550100105

zbMATH Keywords

algorithmstime seriescontrol parameterchaotic systemsLyapunov exponent

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• IDENTIFICATION OF TRUE AND SPURIOUS LYAPUNOV EXPONENTS FROM TIME SERIES
• A Simplex Method for Function Minimization
• Unnamed Item

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