Local Lyapunov Exponents: A new way to predict chaotic systems

We propose a novel methodology for forecasting chaotic systems which is based on exploiting the information conveyed by the local Lyapunov ex- ponent of a system. We show how our methodology can improve forecast- ing within the attractor and illustrate our results on the Lorenz system.

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Year of publication:	2009-06
Authors:	Guegan, Dominique ; Leroux, Justin
Institutions:	HAL
Subject:	Lyapunov exponent \| Chaos \| Forecasting

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Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Notes:	View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00511996 Published, Topics on Chaotic Systems: Selected papers from CHAOS 2008, International Conference, World Scientific Publishing (Ed.), 2009, 158-185
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010603652