Local Lyapunov Exponents: A new way to predict chaotic systems
AbstractWe 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.
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Bibliographic InfoPaper provided by HAL in its series Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) with number halshs-00511996.
Date of creation: Jun 2009
Date of revision:
Publication status: Published, Topics on Chaotic Systems: Selected papers from CHAOS 2008, International Conference, World Scientific Publishing (Ed.), 2009, 158-185
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Lyapunov exponent - Chaos - Forecasting;
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- Dominique Guégan & Justin Leroux, 2007.
"Forecasting chaotic systems: The role of local Lyapunov exponents,"
Cahiers de recherche
07-12, HEC Montréal, Institut d'économie appliquée.
- Dominique Guegan & Justin Leroux, 2009. "Forecasting chaotic systems: The role of local Lyapunov exponents," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00431726, HAL.
- Dominique Guegan & Justin Leroux, 2008. "Forecasting chaotic systems : the role of local Lyapunov exponents," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00259238, HAL.
- Dominique Guegan & Justin Leroux, 2008. "Forecasting chaotic systems : the role of local Lyapunov exponents," Documents de travail du Centre d'Economie de la Sorbonne b08014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2008.
- Dominique Guegan, 2009. "Chaos in Economics and Finance," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00375713, HAL.
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