lypaunov.m

代码是matlab的神经网络预测

%子函数LyPaunov指数的计算
function lya=lyapunov(y,m,N)
E=2.05;     %thershold  value
t0=2;       %the  bgeining  Place
k=l;
kl=t0;
while(k<N)
   kk=K(y,m,N,kl);
   n=min(N-kl,N一kk);
   L1(K)=d(y((kl,:)-yk(kk,:),m);
   for i=1:n
       dd=d(y(k1+i,:)-y(kk+i,:),m);
       if(dd>E)
          kl=kl+i;
          L2(K)=dd;
          k=k+l;
          break;
       end
   end
   if(i>n-1)
       break;
   end
end
k=k-1;
lya=0;
for i=l:k
    lya=lya+log(L2(k).Ll(i))
end
lya==lya/(k1-t0);