• Save
Lyapunov Exponent of Time Series Data
Upcoming SlideShare
Loading in...5
×
 

Lyapunov Exponent of Time Series Data

on

  • 1,271 views

The Lyapunov Exponent and how to compute it from time series data.

The Lyapunov Exponent and how to compute it from time series data.

Statistics

Views

Total Views
1,271
Views on SlideShare
1,271
Embed Views
0

Actions

Likes
0
Downloads
0
Comments
0

0 Embeds 0

No embeds

Accessibility

Upload Details

Uploaded via as Microsoft PowerPoint

Usage Rights

CC Attribution-NonCommercial-NoDerivs LicenseCC Attribution-NonCommercial-NoDerivs LicenseCC Attribution-NonCommercial-NoDerivs License

Report content

Flagged as inappropriate Flag as inappropriate
Flag as inappropriate

Select your reason for flagging this presentation as inappropriate.

Cancel
  • Full Name Full Name Comment goes here.
    Are you sure you want to
    Your message goes here
    Processing…
Post Comment
Edit your comment

Lyapunov Exponent of Time Series Data Lyapunov Exponent of Time Series Data Presentation Transcript

  • Lyapunov Exponent of Time Series Data Abhranil Das
  • Slide 2 of 9
  • Lyapunov ExponentSlide 3 of 9
  • Lyapunov Exponent • Maximal Lyapunov exponent:Slide 4 of 9
  • Lyapunov ExponentSlide 5 of 9
  • Lyapunov exponent for Logistic mapSlide 6 of 9
  • Lyapunov exponent for Logistic mapSlide 7 of 9
  • Lyapunov exponent for Logistic mapSlide 8 of 9 slope ≈ 0.75, characteristic length ≈ 8
  • Lyapunov exponent for IBI time series • For this time series, <ln[d(k)]> turned out to be independent of both k and n, thus demonstrating that the IBI’s Ti are independent random variables. • Although note that this sequence is not strictly a 1D map.Slide 9 of 9