Questions tagged [lyapunov-exponent]

The Lyapunov characteristic exponent [LCE] gives the rate of exponential divergence from perturbed initial conditions.

Filter by
Sorted by
Tagged with
0
votes
0answers
2 views

Multi-output regression of max Lyapunov exponent for Lorenz system

Attempting to teach a neural net model (keras) to predict the maximum Lyapunov exponent (embedding dim. of 3, tau=5) calculated from non-overlapping 2560-sample windows from the 3D solution of the ...
2
votes
0answers
42 views

Calculate of Lyapunov Exponents of a sequence of random matrices

Let $(\Omega,\mathcal{F},\mathbb{P}):=(M^{\mathbb{N}_{0}},\mathcal{M}^{\mathbb{N}_{0}},\mathbb{P})$ be a probability space where $M=\left\{0,1,2,3,4\right\}$, $\mathcal{M}^{\mathbb{N}_{0}}$ is product ...
4
votes
1answer
63 views

Are Lyapovov exponents related to statistical precision? [closed]

In my understanding, Lyapunov exponents measure the average rate of separation of near-identical chaotic trajectories, while statistical precision, in the context of a predictive model, is a measure ...