MathOverflow is a question and answer site for professional mathematicians. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

I am currently doing research in non-linear dynamical systems, and I require to calculate Lyapunov exponents from time series data frequently. I found a MatLab program lyaprosen.m that does this for me, but I am not very sure of its validity, as I do not get the same results from it, as some results in some papers. Does anyone have any alternative tools to calculate Lyapunov exponents from time series data?

share|cite|improve this question
up vote 3 down vote accepted

TSTOOL is the state of the art:

share|cite|improve this answer
Thanks a lot, that helped. – Vinaya Shrestha Aug 10 '11 at 19:33

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.