Hi,
I have a problem with interpretation of Lyapunov exponent. I would like to use the Lyapunov exponent to clearly distinguish two time series (time delay). I calculated the Lyapunov exponent using Wolf's algorithm (I used commercial software CDA Pro) and I received
L1=0.455 +/- 0.050,
and for the second one series
L2=0.505 +/-0.042.
So according to calculated error it seems to be impossible to say that the chaos for the second one series is bigger?!?!
Does anybody knows what is the origin of this error??
Maybe this calculated error is not important or so???
Thanks in advance