User friendly programs for nonlinear time series analysis

The following programs are available: delay coordinate embedding, nonlinear noise reduction, mutual information method, false nearest neighbor method, maximal lyapunov exponent, recurrence plot, determinism test, and stationarity test.Tags: chaos theory

1818 days ago

Hurst Exponent, Lyapunov exponent and the Stock market Predictability

This is the most concise article on the subject I know. Straight to the point. What are the instruments and how they can help you? The article is about: Hurst exponent Lyapunov exponent I had an em-mail correspondence with Mr. Dostal the author of the article. And I shared him that it looks l...Tags: chaos theory

2079 days ago

Lyapunov exponent free software running on Windows

Calculate the Lyapunov exponent of the price-time series with Lag Space. Do not forget to detrend the data before calculating the Lyapunov exponent. You need to write the full dame wth the .dat extension. The program does not end you need to shut down manually. От 23 се...Tags: chaos theory

2078 days ago