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
Keywords
- Lyapunov exponent
- Chaos
- Forecasting
Pages
- 158-185
URL of the HAL notice
Version
- 1