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Has anyone calculated Lyapunov Exponents (LE) using OpenTSTool? It says it calculates the Largest Lyapunov exponent by computing the average exponential growth of the distance of neighboring orbits via the prediction error. So, I am trying to plot Lyapunov exponents for Chua's oscillator that is showing chaotic behavior.

Hence, I am expecting a positive LE, a negative LE and a zero LE. But the plot I get is all positive values, and the values are pretty high as well, spanning fro 0 to 10. Can anyone tell me how to interpret this Lyapunov exponent plot?


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Your previous (very similar) question was closed with a fairly detailed explanation that technical questions about computer software aren't really appropriate for this forum. It looks like your thread will be closed soon but if you would like it to be re-opened you should edit your question to respond to the concerns brought-forward in your previous question. – Ryan Budney Dec 28 '11 at 8:41

After a year, I am reviving this question to finally answer it. I hope it's not a bad thing. Reference you need is

U. Parlitz, Nonlinear Time-Series Analysis, in: Nonlinear Modeling - Advanced Black-Box Techniques, Eds. J.A.K. Suykens and J. Vandewalle, Kluwer Academic Publishers, Boston, 209-239, 1998.

This chapter is the basis of OpenTSTool, and it contains almost all theoretical references. There you can learn that this tool uses Sato algorithm and see how the prediction error graph (the one you get) is converted to Lyapunov exponents (pages 223 and 224).

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The link didn't quite work for me, possibly because of a %20 in the URL. worked. – Gerry Myerson Nov 29 '12 at 22:11
Thank you! Edited. – Harun Šiljak Nov 30 '12 at 5:48

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