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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