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AW: Chaos from times series- Hearst Exponent

• To: mathgroup at smc.vnet.net
• Subject: [mg44168] AW: [mg44162] Chaos from times series- Hearst Exponent
• From: Matthias.Bode at oppenheim.de
• Date: Sat, 25 Oct 2003 06:26:18 -0400 (EDT)
• Sender: owner-wri-mathgroup at wolfram.com

Hello,

about ten years ago there was an article cum .nb (published in the former
MATHEMATICA JOURNAL) to calculate the Hearst Exponent of a time series; I
understood this exponent to give a degree of "chaosticity" in a time series.

Perhaps somebody still disposes of these ancient and recondite documents - I
did not find them in the mathgroup archive.

Best regards,
Matthias Bode
Sal. Oppenheim jr. & Cie. KGaA
Koenigsberger Strasse 29
D-60487 Frankfurt am Main
GERMANY
Tel.: +49(0)69 71 34 53 80
Mobile: +49(0)172 6 74 95 77
Fax: +49(0)69 71 34 95 380
E-mail: matthias.bode at oppenheim.de
Internet: http://www.oppenheim.de



-----Ursprungliche Nachricht-----
Von: MrA [mailto:akpovo at lmfp.nhmfl.gov]
Gesendet: Freitag, 24. Oktober 2003 10:25
An: mathgroup at smc.vnet.net
Betreff: [mg44162] Chaos from times series


Hello to all,
Has anyone been able to characterize a chaotic time series using 
mathematica?
Or can any one help me?
Thanks

• Follow-Ups:
  • Re: AW: Chaos from times series- Hearst Exponent
    • From: Daniel Lichtblau <danl@wolfram.com>