The algorithm of moving boxes to estimate Lyapunov exponents and the singularity spectrum

The attractor in usual box-counting methods is partitioned with a fixed grid. We describe an algorithm whose boxes can move into the phase space and adapt to the geometry of the attractor. Lyapunov exponents and the singularity spectrum from time series are estimated using this algorithm.

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Year of publication:	1998
Authors:	Oiwa, N.N. ; Fiedler-Ferrara, N.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 257.1998, 1, p. 460-464
Publisher:	Elsevier
Subject:	Chaos \| Fractals \| Lyapunov exponents \| Singularity spectrum

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010871710