Dynamic phenomena such as human activities, dynamic scenes, and moving crowds are commonly observed through visual sensors, resulting in feature trajectories sampled in time. Such phenomena can be accurately modeled by taking the temporal variations and changes into account. For problems where the trajectories are sufficiently different, elastic metrics can provide distances that are invariant ...

A kinetic approach is adopted to describe the exponential growth of a small deviation of the initial phase space point, measured by the largest Lyapunov exponent, for a dilute system of hard disks, both in equilibrium and in a uniform shear flow. We derive a generalized Boltzmann equation for an extended one-particle distribution that includes deviations from the reference phase space point. Th...

Abstract: The dynamics of network traffic are complex and nonlinear, and chaotic behaviors and their prediction, which play an important role in local area networks (LANs), are studied in detail, using the largest Lyapunov exponent. With the introduction of phase space reconstruction based on the time sequence, the high-dimensional traffic is projected onto the low dimension reconstructed phase...

Fault Detection in Dynamic Systems Using the Largest Lyapunov Exponent. (May 2011) Yifu Sun, B.S, Beijing Institute of Technology Chair of Advisory Committee: Dr. Alexander G. Parlos A complete method for calculating the largest Lyapunov exponent is developed in this thesis. For phase space reconstruction, a time delay estimator based on the average mutual information is discussed first. Then, ...

We study the largest Lyapunov exponent of the response of a two dimensional non-Hamiltonian system driven by additive white noise. The specific system we consider is the third-order truncated normal form of the unfolding of a Hopf bifurcation. We show that in the small-noise limit the top Lyapunov exponent always approaches zero from below (and is thus negative for noise sufficiently small); we...

We present a route to high-dimensional chaos, that is, chaos with more than one positive Lyapunov exponent. In this route, as a system parameter changes, a subsystem becomes chaotic through, say, a cascade of period-doubling bifurcations, after which the complementary subsystem becomes chaotic, leading to an additional positive Lyapunov exponent for the whole system. A characteristic feature of...

We calculate analytically the largest Lyapunov exponent of the so-called αXY Hamiltonian in the high energy regime. This system consists of a d-dimensional lattice of classical spins with interactions that decay with distance following a powerlaw, the range being adjustable. In disordered regimes the Lyapunov exponent can be easily estimated by means of the “stochastic approach”, a theoretical ...

Echo State Networks are efficient time-series predictors, which highly depend on the value of the spectral radius of the reservoir connectivity matrix. Based on recent results on the mean field theory of driven random recurrent neural networks, enabling the computation of the largest Lyapunov exponent of an ESN, we develop a cheap algorithm to establish a local and operational version of the Ec...

This paper investigates chaos in a Nigerian mutual fund, Asset and Resource Management Company Limited (ARM) for a period of eleven years. The existence of chaotic signals in the data was identified by the reconstruction of the phase space of the daily closing price of the fund and the delay time was quantified using mutual information function and the embedding dimension by the false nearest n...