Authors: Busse, Anja M.
Title: Classification of Processes by the Lyapunov exponent
Language (ISO): en
Abstract: This paper deals with the problem of the discrimination between well-predictable and not-well-predictable time series. One criterion for the separation is given by the size of the Lyapunov exponent, which was originally defined for deterministic systems. However, the Lyapunov exponent can also be analyzed and used for stochastic time series. Experimental results illustrate the classification between well-predictable and not-well-predictable time series.
Subject Headings: This paper deals with the problem of the discrimination between well-predictable and not-well-predictable time series. One criterion for the separation is given by the size of the Lyapunov exponent, which was originally defined for deterministic systems. However, the Lyapunov exponent can also be analyzed and used for stochastic time series. Experimental results illustrate the classification between well-predictable and not-well-predictable time series.
URI: http://hdl.handle.net/2003/20084
http://dx.doi.org/10.17877/DE290R-15683
Issue Date: 2004
Publisher: Universität Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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