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A SPECTRUM OF LYAPUNOV EXPONENTS OBTAINED FROM A CHAOTIC TIME SERIES
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作者 严绍瑾 彭永清 王建中 《Acta meteorologica Sinica》 SCIE 1992年第3期379-385,共7页
A complete spectrum of Lyapunov exponents (LEs) is obtained from 1970— 1985 daily mean pressure measurements at Shanghai by means of a correlation matrix analysis technique and it is found that there exist LEs≥0, an... A complete spectrum of Lyapunov exponents (LEs) is obtained from 1970— 1985 daily mean pressure measurements at Shanghai by means of a correlation matrix analysis technique and it is found that there exist LEs≥0, and <0. with their sum <zero (∑λ_1<0), thus showing the evolution of the climate-weather system represented by the series to be chaotic. The sum of positive LE is known to represent the bodily divergence of the system and the sum of these positive LEs is theoretically found to be Kolmogorov entropy of the system. This paper shows that with the time lag τ=5, the parameter m=2 and the dimensionality d_M=9, the sum of the positive LEs sum fromλ_i>0λ_i=K=0.110405 whereupon T=1 /K =9 is obtained as the predictable time scale, a result close to that acquired by the dynamic-statistical approach in early days and also in agreement with that present by the authors themselves(1991). 展开更多
关键词 spectrum of lyapunov exponents chaotic time series daily mean pressure
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