Time series prediction using Lyapunov exponents in embedding phase space

A model of active trading by using the properties of chaos

“…16 The prediction method proposed in this study uses the properties of chaotic dynamics. In this sense our method has some similarities with those introduced by Wang et al [11] and Zhang et al [33]. However, different from our method those studies rely on linear time series modeling techniques.…”

Nonlinear response prediction of cracked rotor based on EMD

“…So we can use the maximal Lyapunov exponent to predict the nonlinear responses. This method can be described as following [28,31].…”

Managing Space Situational Awareness Using the Space Surveillance Network

“…Various methods exist in determining these Lyapunov exponents, including estimating the entire spectrum based on a deterministic system model, or estimating only the largest exponent based on a time series of data [37,68,69,70]. Should system dynamics be modeled deterministically, for example, via a state transition matrix like that in Equation 4, the spectrum of exponents is calculated from time-steps k 0 k K    by…”