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
4503 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
4765 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
4764 days ago