pastas.stats.signatures.lyapunov_exponent#
- lyapunov_exponent(series)[source]#
The exponential rate of divergence of nearby data points [hilborn_1994].
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.
References
- hilborn_1994
Hilborn, R. C. (1994). Chaos and Nonlinear Dynamics: An Introduction for Scientists and Engineers. New York: Oxford University Press.