pastas.stats.signatures.lyapunov_exponent#

lyapunov_exponent(series)[source]#

The exponential rate of divergence of nearby data points after Hilborn and others (2000).

Notes

The exponential rate of divergence of nearby data points when moving away in time from a certain data point in the series. Iteratively estimated for every point in the time series, then averaged.

Parameters:

series (Series) –