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 or 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