RT Report
T1 Smoothness, degrees of freedom and Liapunov exponents of a time series
A1 Mera Rivas, María Eugenia
A1 Morán Cabré, Manuel
AB We propose a set of tests addressing the issue of determining whether the generating law of a time series is a stochastic process or a chaotic dynamics. In the latter case, we test the smoothness and find the number of degrees of freedom of the underlying dynamics. We propose an adaptation of Eckmann and Ruelle algorithm for the computation of the Liapunov exponents of a time series. This algorithm computes efficiently the whole Liapunov spectrum of the observed dynamics, avoiding the problem of the spurious exponents.
PB Facultad de Ciencias Económicas y Empresariales. Decanato
SN 2255-5471
YR 2000
FD 2000
LK https://hdl.handle.net/20.500.14352/64136
UL https://hdl.handle.net/20.500.14352/64136
LA eng
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DS Docta Complutense
RD 28 abr 2024