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Effect of noise on estimation of Lyapunov exponents from a time series

Apostolos Serletis, Asghar Shahmoradi (ashahmoradi@imf.org) and Demitre Serletis

Chaos, Solitons & Fractals, 2007, vol. 32, issue 2, 883-887

Abstract: We argue that dynamical noise can dramatically change the dynamics of low-dimensional chaotic systems. Moreover, we show that chaos tests are highly sensitive to dynamical noise and this becomes worse when the intensity of the noise increases.

Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:32:y:2007:i:2:p:883-887

DOI: 10.1016/j.chaos.2005.11.048

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