The problem of spurious Lyapunov exponents in time series analysis and its solution by covariant Lyapunov vectors-Reference-Cited by-同舟云学术

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The problem of spurious Lyapunov exponents in time series analysis and its solution by covariant Lyapunov vectors

Published:2013-06-04 Issue:25 Volume:46 Page:254009
ISSN:1751-8113
Container-title:Journal of Physics A: Mathematical and Theoretical
language:
Short-container-title:J. Phys. A: Math. Theor.

Author:

Kantz Holger,Radons Günter,Yang Hongliu

Publisher

IOP Publishing

Subject

General Physics and Astronomy,Mathematical Physics,Modeling and Simulation,Statistics and Probability,Statistical and Nonlinear Physics

Link

http://stacks.iop.org/1751-8121/46/i=25/a=254009/pdf

Reference29 articles.

1. Lyapunov Characteristic Exponents for smooth dynamical systems and for hamiltonian systems; a method for computing all of them. Part 1: Theory

2. Lyapunov Characteristic Exponents for smooth dynamical systems and for hamiltonian systems; A method for computing all of them. Part 2: Numerical application

3. Determining Lyapunov exponents from a time series

4. Geometry from a Time Series

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