IDENTIFICATION AND FORECASTING OF SHARP CHANGES IN ECONOMICAL SYSTEMS BY TRACKING OF LOCAL LYAPUNOV EXPONENTS

Authors

  • Dmitry Malyuk
  • Georgy Boyarintsev

DOI:

https://doi.org/10.47839/ijc.3.3.317

Keywords:

Sharp changes, unpredictability, local Lyapunov exponents, Takens’ theorem

Abstract

An approach to detect sharp changes in economical systems was developed in this paper. We will give brief introduction in current methods of prediction of nonlinear and chaotic time-series and give definition of local Lyapunov exponents (LLE). Then author’s approach will be described. Also some numerical results and discussions will be given.

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Published

2014-08-01

How to Cite

Malyuk, D., & Boyarintsev, G. (2014). IDENTIFICATION AND FORECASTING OF SHARP CHANGES IN ECONOMICAL SYSTEMS BY TRACKING OF LOCAL LYAPUNOV EXPONENTS. International Journal of Computing, 3(3), 147-152. https://doi.org/10.47839/ijc.3.3.317

Issue

2004, Volume 3, Issue 3

Section

Articles

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