Estimating the Lyapunov-exponent spectrum from short time series of low precision

Xubin Zeng, R. Eykholt, R. A. Pielke

Research output: Contribution to journalArticle

142 Citations (Scopus)

Abstract

We propose a new method to compute Lyapunov exponents from limited experimental data. The method is tested on a variety of known model systems, and it is found that the algorithm can be used to obtain a reasonable Lyapunov-exponent spectrum from only 5000 data points with a precision of 10-1 or 10-2 in three- or four-dimensional phase space, or 10 000 data points in five-dimensional phase space. We also apply our algorithm to the daily-averaged data of surface temperature observed at two locations in the United States to quantitatively evaluate atmospheric predictability.

Original languageEnglish (US)
Pages (from-to)3229-3232
Number of pages4
JournalPhysical Review Letters
Volume66
Issue number25
DOIs
StatePublished - 1991
Externally publishedYes

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Cite this

Estimating the Lyapunov-exponent spectrum from short time series of low precision. / Zeng, Xubin; Eykholt, R.; Pielke, R. A.

In: Physical Review Letters, Vol. 66, No. 25, 1991, p. 3229-3232.

Research output: Contribution to journalArticle

Zeng, Xubin ; Eykholt, R. ; Pielke, R. A. / Estimating the Lyapunov-exponent spectrum from short time series of low precision. In: Physical Review Letters. 1991 ; Vol. 66, No. 25. pp. 3229-3232.
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