Lyapunov spectrum from time series using moving boxes

Phys Rev E Stat Nonlin Soft Matter Phys. 2002 Mar;65(3 Pt 2B):036702. doi: 10.1103/PhysRevE.65.036702. Epub 2002 Feb 11.

Abstract

We present a very fast algorithm (few seconds) for estimating full Lyapunov spectrum from time series. The method requires a smaller number of parameters than other time-average algorithms, and is tested for data with different numerical precision, sampling frequencies, total sampling times, and presence of noise. We report conclusive results for the electron density broadband fluctuations of a plasma at the edge of tokamak TBR-1.