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الكلمات المفتاحية

time-series
dynamical system
Lyaponov Correlate
Chaotic
stochastic systems
Prediction
Matlab

الملخص

This 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.  
https://doi.org/10.33899/csmj.2004.164117
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