Article citationsMore>>

Kantz, H. (1994) A Robust Method to Estimate the Maximal Lyapunov Exponent of a Time Series. Physics Letters A, 185, 77.
http://dx.doi.org/10.1016/0375-9601(94)90991-1

has been cited by the following article:

• TITLE: Chaos in Time Series of Sakarya River Daily Flow Rate

  AUTHORS: Haci Ahmet Yildirim, Avadis Simon Hacinliyan, Ergun Eray Akkaya, Cercis Ikiel

  KEYWORDS: Chaos Theory, Time Series Analysis, Lyapunov Exponent, Mutual Information, False Nearest Neighbors

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.4 No.10, October 13, 2016

  ABSTRACT: In this study, possible low dimensional chaotic behavior of Sakarya river flow rates is investigated via nonlinear time series techniques. To reveal the chaotic dynamics, the maximal positive Lyapunov exponent is calculated from the reconstructed phase space, which is obtained using the phase space reconstruction method. The method reconstructs a phase space from the scalar time series, which depicts the real system’s invariants Positive values, because the Lyapunov exponent values calculated using the appropriate software program indicate possibility of chaotic behavior. Analyzed data involve the monthly average flow rates of eleven main branches of Sakarya River through the years 1960-2000.