Local Lyapunov Exponents: A new way to predict chaotic systems
Chapitre d'ouvrage: 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.
Auteur(s)
Dominique Guegan, Justin Leroux
Éditeur(s)
- World Scientific Publishing
Éditeur(s) scientifique(s)
- Christos H. Skiadas, Ioannis Dimotikalis, Charilaos Skiadas
Titre de l’ouvrage
- Topics on Chaotic Systems: Selected papers from CHAOS 2008, International Conference
Date de publication
- 2009
Mots-clés JEL
Mots-clés
- Lyapunov exponent
- Chaos
- Forecasting
Pages
- 158-185
URL de la notice HAL
Version
- 1