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Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems

Abstract : We propose a nouvel methodology for forecasting chaotic systems which uses information on local Lyapunov exponents (LLEs) to improve upon existing predictors by correcting for their inevitable bias. Using simulations of the Rössler, Lorenz and Chua attractors, we find that accuracy gains can be substantial. Also, we show that the candidate selection problem identified in Guégan and Leroux (2009a,b) can be solved irrespective of the value of LLEs. An important corrolary follows : the focal value of zero, which traditionally distinguishes order from chaos, plays no role whatsoever when forecasting deterministic systems.
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https://halshs.archives-ouvertes.fr/halshs-00644500
Contributor : Dominique Guégan <>
Submitted on : Thursday, November 24, 2011 - 3:11:40 PM
Last modification on : Tuesday, January 19, 2021 - 11:08:50 AM

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  • HAL Id : halshs-00644500, version 1

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Dominique Guegan, Justin Leroux. Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems. E. Tielo-Cuantle. Chaotic Systems, InTech Publishers, 25-38 (chapitre 2), 2011. ⟨halshs-00644500⟩

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