Abarbanel, “Lyapunov exponents from observed time series,” Phys - Bryant, Brown, et al. - 1990 () Citation Context ...an be estimated using the 11Kaplan-Yorke conjecture [20]. However, as well known, there are many difficulties implied in the reliable estimation of Lyapunov's spectrum ...
time series/ Lyapunov exponenttime seriesnoise-robust extraction algorithmGaussian noisenoise corruption/ A0540 Fluctuation phenomena, random processes, and Brownian motion A0250 Probability theory, stochastic processes, and statisticsIn this paper we present a novel technique for improving the performance ...
On stability analysis via Lyapunov exponents calculated from a time series using nonlinear mapping—a case study The concept of Lyapunov exponents has been mainly used for analyzing chaotic systems, where at least one exponent is positive. The methods for calculating ... C Yang,Q Wu - 《Nonlinea...
The Largest Lyapunov Exponent (LLE) has been frequently used to investigate presence of chaotic behavior as well as nonlinear characteristics of time series as [70]. This measure is based on the divergence of nearby trajectories. The obtained results from the surrogate data corresponding to three ...
import numpy as np from scipy.spatial.distance import pdist, squareform def max_lyapunov_exponent(time_series, m, tau, fs, r): """ 计算最大Lyapunov指数 参数: time_series (array-like): 时间序列数据 m (int): 嵌入维数 tau (int): 时间延迟 fs (float): 采样频率 r (float): 邻近距离阈值...
在人体站立平衡的生理信号分析方面,Yamada[3]于1995年将人体静止站立的压力中心(center of pressure, COP)晃动数据进行相空间重构,并计算最大Lyapunov指数(largest Lyapunov exponent, LLE),结果均大于且接近0,说明人体的平衡站立系统是一种弱混沌系统。文献[4]对足底加入平动脉冲式激励,提高了人体平衡调节数据的信噪比...
matrix.Lyapunov exponent spectrum of Henon system has been calculated by proposed method,result is precise even length of time series is shorter than 1000.Lyapunov exponent spectrum of real traffic flow time series of different condition has been calculated,the result shows that:in crowded condition,...
R. Effect of Parameter Calculation in Direct Estimation of the Lyapunov Exponent in Short Time Series. Discrete Event Dynamic Systems . 2002A.M. Lopez Jimenez, C. Camacho Martinez Vara de Rey, and A.R. Garcia Torres., "Effect of Parameter Calculation in Direct Estimation of the Lyapunov ...
For the existence of chaotic dynamics, can be very intuitive judgment from the largest Lyapunov exponent is greater than zero: a positive Lyapunov exponent, means that the system in phase space, regardless of the initial two-rail line spacing, however small, the difference will cannot predict As...
(The largest Lyapunov exponent calculation of the function used to calculate the time series of the largest Lyapunov index Wolf method m: embedding dimension tau: time delay data: time series N: time-series length P: Time-series average cycle , select evolution with distance of the location of...