Nonlinear Phenomena in Complex Systems, 2008, Vol.11, No.3, pp.399-402

NONLINEAR PHENOMENA IN COMPLEX SYSTEMS
An Interdisciplinary Journal

2008, Vol.11, No.3, pp.399-402

Exploiting Ergodicity for the Analysis of Short Time Series.
Matjaž Perc, Qing Yun Wang, and Zhi Sheng Duan

A new generally applicable method for analyzing short time series that exploits the ergodic nature of chaotic systems is presented and tested on a simple example. The method can be integrated into several existing algorithms and should prove valuable for characterizing short experimental signals.
Key words: chaotic systems, Lyapunov exponents

Full text: Acrobat PDF (4757KB)