Lyapunov exponent

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jhloh00
Posts: 1
Joined: Thu Jan 24, 2013 9:11 am

Lyapunov exponent

Unread post by jhloh00 »

Hello, I am a RATS user since ver.5..

I am looking for the method of Largest Lyapunov exponent to prove the Chaotic system in certain time series..

There are some chaos related libraries in Rats, for example R/S Statistics, Hurst exponent..but there is no Lyapunov related..

I ask code for this paper.."Michael T. Rosenstein, James J. Collins, and Carlo J. De Luca(1992), A practical method for calculating largest Lyapunov exponents from small data sets".

The URL of the paper is as follows
http://www.physionet.org/physiotools/ly ... einM93.pdf

there is matlab code for this paper..I'll attatch matlab file..this file is from EconPapers

I'll wait reply..

Thanks from Seoul..
Attachments
lyaprosen.m.txt
Matlab File
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