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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?

flag	asked Aug 3 2011 at 23:35 Vinaya Shrestha 43●1●4

Carlo Beenakker · Accepted Answer · 2011-08-07 14:16:51Z UTC

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TSTOOL is the state of the art: http://www.physik3.gwdg.de/tstool/index.html

answered Aug 7 2011 at 14:16

Carlo Beenakker
6,169●10●21

Thanks a lot, that helped. – Vinaya Shrestha Aug 10 2011 at 19:33

Calculation of Lyapunov Exponent from Time Series

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