Guegan, Dominique; Leroux, Justin - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2010
We propose a nouvel methodology for forecasting chaotic systems which uses information on local Lyapunov exponents (LLEs) to improve upon existing predictors by correcting for their inevitable bias. Using simulations of the Rössler, Lorenz and Chua attractors, we find that accuracy gains can be...