Calculation for the largest Lyaponuv exponent of multivariate chaotic time-series with noise
This paper proposed a nonlinear least squares algorithm to solve the Largest Lyaponuv Exponent (λ1) of multivariate chaotic time-series with noise based on a small-data method.Firstly,a small-data method was introduced.Then,the algorithm principle and realization of nonlinear least squares estimation were given.The method was employed to solve λ1 of a Rossler coupled chaotic system and multiple sets of data to monitor Rockburst,respectively.The results of the Rossler coupled system showed that the algorithm could significantly improve λ1 calculation accuracy of multivariate time-series with limited-length and noise.The results of Rockburst data demonstrated that these data had chaotic characteristic,and could be predicted for 8 ～ 15 days,which provided a power support for short-term forecasting of Rockburst.
largest lyaponuv exponentmultivariate time serieschaoticnonlinear least squares algorithmrockburst
国家科技期刊平台
NSTL
万方数据
维普
