Probabilistic finite state automata and time series analysis.
Some unresolved issued in non-linear population dynamics.
The Lyapunov exponent is a statistic that measures the sensitive dependence of the dynamic behaviour of a system on its initial conditions. Estimates of Lyapunov exponents are often used to characterize the qualitative population dynamics of insect time series. The methodology for estimation of the exponent for an observed, noisy, short ecological time series is still under development. Some progress has been made recently in providing measures of error for these exponents. Studies that do not account...
Staircase baker's map generates flaring-type time series.
Statistical analysis of time series with scaling indices.
Strategies for computation of Lyapunov exponents estimates from discrete data
The Lyapunov exponents (LE) provide a simple numerical measure of the sensitive dependence of the dynamical system on initial conditions. The positive LE in dissipative systems is often regarded as an indicator of the occurrence of deterministic chaos. However, the values of LE can also help to assess stability of particular solution branches of dynamical systems. The contribution brings a short review of two methods for estimation of the largest LE from discrete data series. Two methods are analysed...
Time series models for Earth's crust kinematics
Deterministic and stochastic approach to modeling common trends has been applied to time series of horizontal coordinates of the permanent GPS station Modra – Piesky (recorded weekly during the period of 4 years).