Resource title

Classification of Processes by the Lyapunov exponent

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Resource description

This paper deals with the problem of the discrimination between wellpredictable 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.

Resource author

Anja M. Busse

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Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/22583

Resource license

Adapt according to the presented license agreement and reference the original author.