混沌时间序列最大Lyapunov指数的计算

考虑到已有的计算最大Lyapunov指数的方法具有结果不准确或计算烦难的不足，我们提出了计算最大Lyapunov指数的新方法。此方法先在虚假领域概念基础上确定最佳嵌入参数，然后根据最大Lyapunov指数的定义计算其值，这样，使得此方法在理论上可靠，实施容易，克服了已有方法的不足。最后的应用实例对此进行了验证。

Calculating Largest Lyapunov Exponent of Chaotic Time Series

Considering the drawback on old method for calculating the largest Lyapunov exponent which is not precise or the drawback on old method which the calculating course is burdensome, we put forward a new method for calculating the largest Lyapunov exponents. First, based on the notion of the false nearest neighbors,we get the optimal embedding parameters. Then, we calculate the largest Lyapunov exponent according to its definition. Thus, the method we bring forward in this paper is credibility in theory and easy to bring into effect. So, the new method is superior to old ones. Finally, two examples are submitted to test and verify the new method.