I am working on a project where I am using chaos theory to check if chaos is there in non-linear time series and use it for a neural network model. We need two parameters for finding chaos (using Lyapunov's exponent): l (lag), and m (embedding dimension). I am getting lag value using gretl. However, I am unable to find the method to find the embedding dimension in R/Python. Also, I can't find the method of finding Lyapunov's exponent in R/Python. I don't know Matlab. Can I get some help here? Thank you.
David Eugene Booth
Here are a bunch of ways. Best, D. Booth
https://www.google.com/search?client=firefox-b-1-d&q=How+to+find+Lyapunov+Exponent+for+a+non-linear+time+series+in+R%2FPython%3F
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Hakan Duman
Here are some links for R:
- https://www.rdocumentation.org/packages/tseriesChaos/versions/0.1-13.1/topics/Lyapunov%20exponent
- https://cran.r-project.org/web/packages/GPoM.FDLyapu/vignettes/LyapuUse.pdf
- https://cran.r-project.org/web/packages/DChaos/DChaos.pdf
- https://rdrr.io/rforge/nonlinearAnalysis/man/maxLyapunov.html
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