Calculation of lyapunov exponent of time series

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Abstract

In this paper considered the problem of calculating the Lyapunov exponent of systems for forecasting time series of demand for marketing. Lyapunov index is one of the main characteristics of time series for forecasting problem. Because in now days the financial demand is problem with chaotic character.

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Mustafayeva, S. R. (2020). Calculation of lyapunov exponent of time series. In Advances in Intelligent Systems and Computing (Vol. 1095 AISC, pp. 768–771). Springer. https://doi.org/10.1007/978-3-030-35249-3_100

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