Testing chaotic dynamics via Lyapunov exponents
提出一种基于不同样本量下最大李雅普诺夫指数稳定性的新检验方法，用于检测混沌动力学，在Barnett等人（1997）的数据和多个混沌序列上表现优于其他随机模型，大样本下检验功效为1。
Abstract We propose a new test to detect chaotic dynamics, based on the stability of the largest Lyapunov exponent from different sample sizes. This test is applied to the data used in the single‐blind controlled competition tests for non‐linearity and chaos that were generated by Barnett et al. ( 1997 ), as well as to several other chaotic series. The results suggest that the new test is particularly effective when compared to other stochastic alternatives (both linear and non‐linear). For large sample sizes the power of the test is one, although for small sample sizes it diminishes occasionally. Copyright © 2005 John Wiley & Sons, Ltd.