Abstract
We discuss abilities of quantifying low-dimensional chaotic oscillations at the input of two threshold models from the output sequences of interspike intervals in the presence of noise. We propose a modification of the standard approach for computing the largest Lyapunov exponent from a time series that verifies the performed estimations for noisy data. We consider features of its application to different types of point processes.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have