Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/22583 
Authors: 
Year of Publication: 
2004
Series/Report no.: 
Technical Report No. 2004,70
Publisher: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
Abstract: 
This paper deals with the problem of the discrimination between wellpredictable and not-well-predictable time series. One criterion for the separation is given by the size of the Lyapunov exponent, which was originally defined for deterministic systems. However, the Lyapunov exponent can also be analyzed and used for stochastic time series. Experimental results illustrate the classification between well-predictable and not-well-predictable time series.
Document Type: 
Working Paper

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