Showing 1 - 10 of 14
Persistent link: https://www.econbiz.de/10012204554
Persistent link: https://www.econbiz.de/10012197031
In this paper we use discrete dynamical systems formalism to carefully investigate the effect of a time-dependent perturbation on a classical mechanical model. We present a study of a one-dimensional Fermi accelerator model and its parametric dependence on the amplitude of the movement of the...
Persistent link: https://www.econbiz.de/10010874640
Statistical scientists have recently focused sharp attention on properties of iterated chaotic maps, with a view to employing such processes to model naturally occurring phenomena. In the present paper we treat the logistic map, which has earlier been studied in the context of modelling...
Persistent link: https://www.econbiz.de/10008694546
We study numerically the dynamical behavior of a classical particle inside a box potential that contains a square well which depth varies in time. Two cases of time dependence are investigated: periodic and stochastic. The periodic case is similar to the one-dimensional Fermi accelerator model,...
Persistent link: https://www.econbiz.de/10010871615
estimator, and make it possible to formally test for the null hypothesis of random walk against chaos. The proposed test … behavior. Contrarily, we find little evidence of chaos for most exchange rates and interest rates. …
Persistent link: https://www.econbiz.de/10005667281
In this paper we test for deterministic chaos (i.e., nonlinear deterministic processes which look random) in seven Mont …
Persistent link: https://www.econbiz.de/10005789499
area occupied by order, or the supplementary area occupied by chaos, participates in a sequence similar to Feigenbaum's one …
Persistent link: https://www.econbiz.de/10005047474
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
evidence of chaos. …
Persistent link: https://www.econbiz.de/10010577524