Classification of Processes by the Lyapunov exponent

Busse, Anja M.

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DC Field	Value	Language
dc.contributor.author	Busse, Anja M.	de
dc.date.accessioned	2005-01-31T08:15:16Z	-
dc.date.available	2005-01-31T08:15:16Z	-
dc.date.issued	2004	de
dc.identifier.uri	http://hdl.handle.net/2003/20084	-
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15683	-
dc.description.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.	de
dc.format.extent	216382 bytes	-
dc.format.mimetype	application/pdf	-
dc.language.iso	en	de
dc.publisher	Universität Dortmund	de
dc.subject	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.	en
dc.subject.ddc	310	de
dc.title	Classification of Processes by the Lyapunov exponent	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access	-
Appears in Collections:	Sonderforschungsbereich (SFB) 475

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