Showing 1 - 10 of 12
-linéarités, le test BDS a été mobilisé après avoir stationnarisé et blanchi les séries. Puis, pour tester la présence de chaos dans …. Conclusion - La présence de chaos et donc d'un horizon de prévisibilité limité remet en cause la possibilité de prévoir ces …
Persistent link: https://www.econbiz.de/10009372652
This paper focuses on the use of dynamical chaotic systems in Economics and Finance. In these fields, researchers employ different methods from those taken by mathematicians and physicists. We discuss this point. Then, we present statistical tools and problems which are innovative and can be...
Persistent link: https://www.econbiz.de/10010738625
The detection of chaotic behaviors in commodities, stock markets and weather data is usually complicated by large noise perturbation inherent to the underlying system. It is well known, that predictions, from pure deterministic chaotic systems can be accurate mainly in the short term. Thus, it...
Persistent link: https://www.econbiz.de/10010750796
Universal and rigorously derived concept of dynamic complexity (ccsd-00004906) shows that any system of interacting components, including society and civilisation, exists only as a process of highly inhomogeneous, qualitative development of its complexity. Modern state of civilisation...
Persistent link: https://www.econbiz.de/10008790741
In this paper, we compre the time fresuency deconvolution method with the wavelets method. We apply our results on several dynamical systems and show the capability of the wavelet's method to reconstruct the attractor of a chaotic time series? We de-noise different data sets in order to rebuilt...
Persistent link: https://www.econbiz.de/10008791752
The recently proposed new, universally applicable, rigorously derived and reality-based concept of dynamic complexity provides a unified basis for the causally complete understanding of any real, multi-component and multi-level system of interacting entities, including the case of earth system...
Persistent link: https://www.econbiz.de/10008793963
We analyse the unreduced, nonperturbative dynamics of an arbitrary many-body interaction process with the help of the generalised effective potential method and reveal the well-specified universal origin of change (emergence), time and evolution in an a priori conservative, time-independent...
Persistent link: https://www.econbiz.de/10010595751
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.
Persistent link: https://www.econbiz.de/10010603652
multidimensional attractor of a chaos. More precisely we give an expression for the probability density of such coefficients. If the …
Persistent link: https://www.econbiz.de/10010635163
We analyse the unreduced, nonperturbative dynamics of an arbitrary many-body interaction process with the help of the generalised effective potential method and reveal the well-specified universal origin of change (emergence), time and evolution in an a priori conservative, time-independent...
Persistent link: https://www.econbiz.de/10010821087