Estimating the Lyapunov-exponent spectrum from short time series of low precision

X. Zeng, R. Eykholt, and R. A. Pielke
Phys. Rev. Lett. 66, 3229 – Published 24 June 1991
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Abstract

We propose a new method to compute Lyapunov exponents from limited experimental data. The method is tested on a variety of known model systems, and it is found that the algorithm can be used to obtain a reasonable Lyapunov-exponent spectrum from only 5000 data points with a precision of 101 or 102 in three- or four-dimensional phase space, or 10 000 data points in five-dimensional phase space. We also apply our algorithm to the daily-averaged data of surface temperature observed at two locations in the United States to quantitatively evaluate atmospheric predictability.

  • Received 26 November 1990

DOI:https://doi.org/10.1103/PhysRevLett.66.3229

©1991 American Physical Society

Authors & Affiliations

X. Zeng, R. Eykholt, and R. A. Pielke

  • Department of Atmospheric Science, Colorado State University, Fort Collins, Colorado 80523
  • Department of Physics, Colorado University, Fort Collins, Colorado 80523

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Vol. 66, Iss. 25 — 24 June 1991

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