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USING LOCAL LYAPUNOV EXPONENT TO DETECT CHAOTIC PROPERTY IN TIME SERIES | ||
| AL-TAQANI | ||
| Article 1, Volume 21, Issue 6, 2008, Pages 0-0 | ||
| Abstract | ||
| This paper aims to estimate the Local Lyapunov Exponent for using it to detect chaotic property in time series. An suggested measure and then program will be presented here, also an empirical study depends on simulated observations with different sample sizes from noisy chaotic models, non-Gaussian time series models and white noisy models was conducted to show practically that the suggested measure work well in measuring the chaotic property. It is shown that the value of the suggested measure was positive for all sample sizes in the case of chaotic models that assert the chaotic property in that models and negative in others models | ||
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