Using the Lyapunov Exponent as a Practical Test for Noisy Chaos

This paper presents a practical framework to test chaotic dynamics even for noisy systems as opposed to stochastic dynamics. It elaborates an-easy-to-use and comprehensive algorithm to build a program to test chaos based on theoretical studies. A version of MATLAB m-code is provided in the appendix. Monte-Carlo simulations have confirmed that this test is powerful in detecting chaotic dynamics even in presence of moderate noises

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Year of publication:	2007
Authors:	BenSaïda, Ahmed
Publisher:	[S.l.] : SSRN

Extent:	1 Online-Ressource (38 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 10, 2007 erstellt
Other identifiers:	10.2139/ssrn.970074 [DOI]
Classification:	C52 - Model Evaluation and Testing ; C45 - Neural Networks and Related Topics ; C63 - Computational Techniques
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014052230