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The algorithm of moving boxes to estimate Lyapunov exponents and the singularity spectrum

N.N. Oiwa and N. Fiedler-Ferrara

Physica A: Statistical Mechanics and its Applications, 1998, vol. 257, issue 1, 460-464

Abstract: The attractor in usual box-counting methods is partitioned with a fixed grid. We describe an algorithm whose boxes can move into the phase space and adapt to the geometry of the attractor. Lyapunov exponents and the singularity spectrum from time series are estimated using this algorithm.

Keywords: Chaos; Fractals; Lyapunov exponents; Singularity spectrum (search for similar items in EconPapers)
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:257:y:1998:i:1:p:460-464

DOI: 10.1016/S0378-4371(98)00177-0

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Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

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