Lyapunov spectrum from time series using moving boxes.

Abstract

We present a very fast algorithm (few seconds) for estimating full Lyapunov spectrum from time series. The method requires a smaller number of parameters than other time-average algorithms, and is tested for data with different numerical precision, sampling frequencies, total sampling times, and presence of noise. We report conclusive results for the electron density broadband fluctuations of a plasma at the edge of tokamak TBR-1.