Title :
Identification and forecasting of sharp changes in economical systems by tracking of local Lyapunov exponents
Author :
Malyuk, Dmitry ; Boyarintsev, Georgy
Author_Institution :
Brest State Tech. Univ.
Abstract :
An approach to detect sharp changes in economical systems was developed. We will give brief introduction in current methods of prediction of nonlinear and chaotic time-series and give definition of local Lyapunov exponents (LLE). Also some numerical results and discussions will be given
Keywords :
Lyapunov methods; chaos; economic forecasting; nonlinear dynamical systems; time series; chaotic time-series; economical systems; local Lyapunov exponents; nonlinear dynamical system; sharp changes detection; Chaos; Convergence; Economic forecasting; Ellipsoids; Fluctuations; History; Jacobian matrices; Nonlinear dynamical systems; Stochastic processes; Testing;
Conference_Titel :
Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications, 2003. Proceedings of the Second IEEE International Workshop on
Conference_Location :
Lviv
Print_ISBN :
0-7803-8138-6
DOI :
10.1109/IDAACS.2003.1249565
