Chaos test
A test for chaotic dynamics of a noisy time series based on the Lyapunov exponent.
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This test performs the test for chaotic dynamics of a noisy time series based on the Lyapunov exponent. The input is a vector of observed time series which can be stochastic or chaotic, usually time series has noise, so this code tests the positivity of the Lyapunov exponent based on a neural net approximation of the hidden chaotic map. This test computes the Lyapunov exponent using the Jacobian method without any need to specify an ODE or a suspected map giving only a vector of observation.
For a detailed information see my paper: http://www.sciencedirect.com/science/article/pii/S2352711015000096
Cita come
Ahmed BenSaïda (2026). Chaos test (https://it.mathworks.com/matlabcentral/fileexchange/22667-chaos-test), MATLAB Central File Exchange. Recuperato .
Informazioni generali
- Versione 5.1.0.0 (22,4 KB)
Compatibilità della release di MATLAB
- Compatibile con qualsiasi release
Compatibilità della piattaforma
- Windows
- macOS
- Linux
| Versione | Pubblicato | Note della release | Action |
|---|---|---|---|
| 5.1.0.0 | Minor updates.
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| 5.0.0.0 | Improve data handling to avoid eigenvalues of infinity.
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| 1.8.0.0 | Update error reporting. |
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| 1.7.0.0 | Now the test is in a single m-file. |
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| 1.6.0.0 | Minor bug fix. |
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| 1.5.0.0 | Remove the need to garch or economic toolbox. |
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| 1.4.0.0 | Change the links. |
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| 1.3.0.0 | Minor improvements. |
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| 1.2.0.0 | Change the default activation function to hyperbolic tangent, since the logistic function is not suited for Noisy time series. Moreover, make the code compatible with the latest version of MATLAB. |
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| 1.1.0.0 | Added some detailed information in file description. |
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| 1.0.0.0 |
