Classification of Processes by the Lyapunov exponent

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.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.identifier.uri	http://hdl.handle.net/2003/20084
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15683
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
eldorado.dnb.deposit	true

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