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A robust method to estimate the maximal Lyapunov exponent of a time series

Physics Letters A · 1994 · Vol. 185(1) · pp. 77–87
Hölger Kantz
Complex Systems and Time Series AnalysisStatistical Mechanics and EntropyChaos control and synchronizationLyapunov exponentSeries (stratigraphy)Divergence (linguistics)PhysicsSimple (philosophy)Dimension (graph theory)ExponentEmbeddingStatistical physicsApplied mathematics

Funding

  • Deutsche Forschungsgemeinschaft
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References
Ergodic theory of chaos and strange attractors
Reviews of Modern Physics · 1985 · 4,848 citations
Liapunov exponents from time series
Physical review. A, General physics · 1986 · 968 citations
Estimation of the Kolmogorov entropy from a chaotic signal
Physical review. A, General physics · 1983 · 1,435 citations
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