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..
Lyapunov exponent
Lyapunov exponent
- Attachments
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- lyaprosen.m.txt
- Matlab File
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