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Detection of chaos in time series. Application to spanish sea swell

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Abstract

En esta memoria se revisan tres herramientas complementarias para el Análisis No-Lineal de Series Temporales: dimensión fractal, entropía, y exponentes de Liapunov. Se hace una revisión crítica del estado de la cuestión en el área, señalando el fundamento teórico de las técnicas aplicadas cuando éste existe, el campo de aplicación admitido por los especialistas cuando no existe base teórica, las limitaciones, etc. En ocasiones se aportan pruebas rigurosas, o razonamientos heurísticos, nuevos en la literatura.

Suggested Citation

  • María Eugenia Mera Rivas & Jose María Rey Simó & Manuel Morán Cabré, 1995. "Detection of chaos in time series. Application to spanish sea swell," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 95-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
    • Handle: RePEc:ucm:doctra:95-07
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