Localized Lyapunov exponents and the prediction of predictability
Ziehmann, C., Smith, L. A. & Kurths, J.
(2000).
Localized Lyapunov exponents and the prediction of predictability.
Physics Letters A,
271(4), 237-251.
https://doi.org/10.1016/S0375-9601(00)00336-4
Every forecast should include an estimate of its likely accuracy, a current measure of predictability. Two distinct types of localized Lyapunov exponents based on infinitesimal uncertainty dynamics are investigated to reflect this predictability. Regions of high predictability within which any initial uncertainty will decrease are proven to exist in two common chaotic systems; potential implications of these regions are considered. The relevance of these results for finite size uncertainties is discussed and illustrated numerically.
| Item Type | Article |
|---|---|
| Copyright holders | © 2000 Elsevier B.V. |
| Departments |
LSE > Former organisational units > Centre for Analysis of Time Series LSE > Academic Departments > Statistics |
| DOI | 10.1016/S0375-9601(00)00336-4 |
| Date Deposited | 26 Jan 2009 |
| URI | https://researchonline.lse.ac.uk/id/eprint/22235 |
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