Local Lyapunov Exponents: A new way to predict chaotic systems

Book section: 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.

Author(s)

Dominique Guegan, Justin Leroux

Publisher(s)
  • World Scientific Publishing
Scientific editor(s)
  • Christos H. Skiadas, Ioannis Dimotikalis, Charilaos Skiadas
Title of the work
  • Topics on Chaotic Systems: Selected papers from CHAOS 2008, International Conference
Date of publication
  • 2009
Keywords JEL
C6
Keywords
  • Lyapunov exponent
  • Chaos
  • Forecasting
Pages
  • 158-185
Version
  • 1