On Expectation Correlate System and Chaotic Dynamics in Time-Series
AL-Rafidain Journal of Computer Sciences and Mathematics,
2004, Volume 1, Issue 2, Pages 173-186
AbstractThis paper suggests a new system of time-series called Expectation Correlate System (ECS) that are good at detecting the behavior of dynamical systems (both deterministic and stochastic systems) and the dependence on initial values. A new measure on sensitivity to initial values can be monitored by the newly defined Lyaponov Correlate, so ECS can be a signal to chaotic property. In a stochastic systems, small shifts in some initial value can lead to error in prediction, this property and a new measure to nonlinear systems are study by using the conditional variance of ECS. All results are computed by using Matlab.
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