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=== Lyapunov Exponents === | === Lyapunov Exponents === | ||
Here I will demonstrate how to use the function {{Codeline|lyap_k}}. It | Here I will demonstrate how to use the function {{Codeline|lyap_k}}. It estimates the maximal Lyapunov exponent from a time series (more information available from the TISEAN documentation located [http://www.mpipks-dresden.mpg.de/~tisean/Tisean_3.0.1/docs/chaospaper/node27.html here]). In this tutorial we will estimate the maximal Lyapunov exponent for various embedding dimensions and then plot them. | ||
{{Code|Creating Lyapunov exponents|<syntaxhighlight lang="octave" style="font-size:13px"> | {{Code|Creating Lyapunov exponents|<syntaxhighlight lang="octave" style="font-size:13px"> | ||
# Create time series | # Create time series | ||
in = sin((1:2500).'./360) + cos((1:2500).'./180); | in = sin((1:2500).'./360) + cos((1:2500).'./180); | ||
# | # Estimate Lyapunov exponents | ||
mmax_val = 20 | mmax_val = 20 | ||
lyap_exp = lyap_k (in, 'mmin',2,'mmax',mmax_val,'d',6,'s',400,'t',500); | lyap_exp = lyap_k (in, 'mmin',2,'mmax',mmax_val,'d',6,'s',400,'t',500); |
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