Liapunov exponents from time series

1986/12/01 by J. -P. Eckmann, Jean‐Pierre Eckmann, S. Oliffson Kamphorst +4 · 12 citations
Economics, Econometrics and Finance · Computer Science · Physics and Astronomy · #Complex Systems and Time Series Analysis #Nonlinear Dynamics and Pattern Formation #Chaos control and synchronization

paper · doi:10.1103/physreva.34.4971

Abstract

We analyze in detail an algorithm for computing Liapunov exponents from an experimental time series. As an application, a hydrodynamic experiment is investigated.Received 24 April 1986DOI:https://doi.org/10.1103/PhysRevA.34.4971©1986 American Physical Society

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