Estimating the Lyapunov-exponent spectrum from short time series of low precision

X. Zeng, R. Eykholt, R. A. Pielke

Research output: Contribution to journalArticlepeer-review

164 Scopus citations


We propose a new method to compute Lyapunov exponents from limited experimental data. The method is tested on a variety of known model systems, and it is found that the algorithm can be used to obtain a reasonable Lyapunov-exponent spectrum from only 5000 data points with a precision of 10-1 or 10-2 in three- or four-dimensional phase space, or 10 000 data points in five-dimensional phase space. We also apply our algorithm to the daily-averaged data of surface temperature observed at two locations in the United States to quantitatively evaluate atmospheric predictability.

Original languageEnglish (US)
Pages (from-to)3229-3232
Number of pages4
JournalPhysical review letters
Issue number25
StatePublished - 1991
Externally publishedYes

ASJC Scopus subject areas

  • General Physics and Astronomy


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