Skip to main content

Defining Chaos for Real, Noisy Data: Local Lyapunov Exponents and Sensitive Response to Perturbations

  • Chapter
Chaos in Real Data

Part of the book series: Population and Community Biology Series ((PCBS,volume 27))

Abstract

It’s a noisy world after all. A recent literature survey Hairston et al. 1996) found that recruitment success of long-lived iteroparous adults could vary from one year to the next by factors of up to 333 in plants, 591 in marine invertebrates, 38 in terrestrial vertebrates and 2200 in birds; that of dormant propagules (seeds or eggs) varied by up to 1150 in plants and 31,600 in terrestrial insects. The optimistic hypothesis that all of this could be deterministic chaos has gradually evolved into the less convenient recognition that various forms of unpredictable “noise” (climate, external disturbance, habitat modification by other species, etc.) coexist with the nonlinearities produced by competition, predation, parasites, pathogens and their potentially complex interactions.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Abarbanel, H.D.I., Brown R. and Kennel. M.B. (1991) Variation of Lyapunov exponents on a strange attractor. Journal of Nonlinear Science, 1, 175–199.

    Article  Google Scholar 

  • Abarbanel, H.D.I. (1996) Analysis of Observed Chaotic Data. Springer-Verlag, NY.

    Book  Google Scholar 

  • Abarbanel, H.D.I., Brown R., Sidorowich JJ. and Tsimring L.Sh. (1993) The analysis of observed chaotic data in physical systems. Reviews of Modern Physics, 65, 1331–1392.

    Article  Google Scholar 

  • Bailey, B.A. (1996) Asymptotics and applications of local Lyapunov exponents. Ph.D. Thesis, North Carolina State University, Raleigh NC 17695–8203.

    Google Scholar 

  • Bailey, B.A., Ellner S. and Nychka D.W. (1997) Chaos with confidence: asymptotics and applications of Local Lyapunov Exponents, pp. 115–133.-In: Cutler CD. and Kaplan D.T. (eds.) Nonlinear Dynamics and Time Series: Building a Bridge Between the Natural and Statistical Sciences. Fields Institute Communications, vol 110. American Mathematical Society, Providence RI.

    Google Scholar 

  • Barnett, W.A., Gallant A.R., Hinich M.J., Jungeilges J.A., Kaplan D.T. and Jensen MJ. (1998) A single-blind controlled competition among tests for nonlinearity and chaos. Journal of Econometrics, 82, 157–192.

    Article  Google Scholar 

  • Bobashev, G.V., Ellner S.P., Nychka, D.W. and Gallant, A.R. (1999) Reconstructing susceptible dynamics from measles case report data. Mathematical Population Studies (in press).

    Google Scholar 

  • Briggs, K. (1990) An improved method for estimating Liapunov exponents of chaotic time-series. Physics Letters A, 151, 27–32.

    Article  Google Scholar 

  • Bryant, P., Brown, R. and Abarbanel H.D.I. (1990) Lyapunov exponents from observed time-series. Physical Review Utters, 65, 1523–1526.

    Article  Google Scholar 

  • Casdagli, M. (1989) Nonlinear prediction of chaotic time series. Physica D, 35, 335–356.

    Article  Google Scholar 

  • Cheng, B. and Tong, H. (1992) Consistent nonparametric order determination and chaos. Journal of the Royal Statistical Society B, 54, 427–449.

    Google Scholar 

  • Cohen, J.E., Kesten, H. and Newman, CM. (eds.). (1986) Random Matrices and Their Applications. Contemporary Mathematics, Volume 50. American Mathematical Society, Providence, RI.

    Google Scholar 

  • Crutchfield, J.P., Farmer, J.D. and Huberman, B.A. (1982) Fluctuations and simple chaotic dynamics. Physics Reports, 92, 45–82.

    Article  Google Scholar 

  • Cutler, CD. and Kaplan, D.T. (eds.) (1997) Nonlinear Dynamics and Time Series: Building a Bridge Between the Natural and Statistical Sciences. American Mathematical Society, Providence RI.

    Google Scholar 

  • Deissler, R.J. and Farmer, J.D. (1992) Deterministic noise amplifiers. Physica D, 55, 155–165.

    Article  Google Scholar 

  • Eckmann, J.-P, Kamphorst, S.O., Ruelle, D. and Ciliberto, S. (1986) Liapunov exponents from time series. Physical Review A, 34, 4971–4979.

    Article  PubMed  Google Scholar 

  • Ellner, S., (1991) Detecting low-dimensional chaos in population dynamics data: a critical review, pp. 63–90-In: Logan J. and Hain F. (eds.), Chaos and Insect Ecology. VPI and SU, Charlottesville, VA.

    Google Scholar 

  • Ellner, S., Gallant, A.R., McCaffrey, D. and Nychka, D. (1991) Convergence rates and data requirements for Jacobian-based estimates of Lyapunov exponents from data. Physics Letters A, 153, 357–363.

    Article  Google Scholar 

  • Ellner, S.P., Kendall, B.E., Wood, S.N., McCauley, E. and Briggs, C.J. (1997) Inferring mechanism from time-series data: delay differential equations. Physica D, 110, 182–194.

    Article  Google Scholar 

  • Ellner, S., Gallant, A.R. and Theiler, J. (1995) Detecting nonlinearity and chaos in epidemic data. pp. 229–247-In: Epidemic Models: Their Structure and Relation to Data, (ed. Mollison D.). Cambridge University Press, Cambridge, UK.

    Google Scholar 

  • Ellner, S. and Turchin, P. (1995) Chaos in a noisy world: new methods and evidence from time series analysis. American Naturalist, 145, 343–375.

    Article  Google Scholar 

  • Ellner, S.P., Bailey, B.A., Bobashev, G.V., Gallant, A.R., Grenfell, B.T and Nychka, D.W. (1998) Noise and nonlinearity in measles epidemics: combining mechanistic and statistical approaches to population modelling. American Naturalist, 151, 425–440.

    Article  PubMed  CAS  Google Scholar 

  • Falck, W, Bjornstad, O.N. and Stenseth, N.C. (1995) Bootstrap estimated uncertainty of the dominant Lyapunov exponent for holarctic microtine rodents. Proceedings of the Royal Society of London Series B , 261, 159–165.

    Google Scholar 

  • Froyland, G., Judd, K. and Mees, A.L. (1995) Estimation of Lyapunov exponents of dynamical systems using a spatial average. Physical Review E, 51(4), 2844–2855.

    Article  CAS  Google Scholar 

  • Furstenburg, H. and Kesten, H. (1960) Products of random matrices. Annals of Mathematical Statistics, 77, 335–386.

    Google Scholar 

  • Geneay, R. (1996) A statistical framework for testing chaotic dynamics via Lyapunov exponents. Physica D, 89, 261–266.

    Article  Google Scholar 

  • Gencay, R. and Dechert, W.D. (1992) An algorithm for the N-Lyapunov exponents of an N-dimensional unknown dynamic system. Physica D, 59, 142–157.

    Article  Google Scholar 

  • Hairston, N.G., Jr., Ellner, S. and Kearns, CM. (1996) Overlapping generations: the storage effect and the maintenance of biotic diversity. 109–145.-In: Rhodes, O.E., Chesser, R.K. and Smith, M.H. (eds.) Population Dynamics in Ecological Space and Time. University of Chicago Press.

    Google Scholar 

  • Hastings, A., Horn, C.L., Ellner, S., Turchin, P. and Godfray, H.C.J. (1993) Chaos in ecology: is Mother Nature a strange attractor? Annual Reviews of Ecology and Systematics, 24, 1–33.

    Google Scholar 

  • Hastings, A. and Higgins, K. (1994) Persistence of transients in spatially structured ecological models. Science, 263, 1133–1136.

    Article  PubMed  CAS  Google Scholar 

  • Kifer, Y. (1986) Ergodic Theory of Random Transformations. Birkäuser, Boston.

    Book  Google Scholar 

  • Little, S., Ellner, S., Pascual, M., Neubert, M., Kaplan, D., Sauer, T, Caswell, H. and Solow, A. (1996) Detecting nonlinear dynamics in spatio-temporal systems: examples from ecological models. Physica D, 96, 321–333.

    Article  Google Scholar 

  • McCaffrey, D., Ellner, S., Gallant, A.R. and Nychka, D., (1992) Estimating the Lyapunov exponent of a chaotic system with nonparametric regression. Journal of the American Statistical Association, 87, 682–695.

    Article  Google Scholar 

  • Nychka, D., Ellner, S., Gallant, A.R. and McCaffrey, D. (1992) Finding chaos in noisy systems (with discussion). Journal of the Royal Statistical Society. Series B, 54, 399–426.

    Google Scholar 

  • Nychka, D., Haaland, P.D., O’Connell, M. and Ellner, S. (1998) FUNFITS: data analysis and statistical tools for estimating functions. Pp. 159–179.-In: Nychka, D., Piegorsch, W.W. and Cox, L.H. (eds.) Case studies in Environmental (Lecture Notes in Statistics vol. 132). Springer-Verlag, NY.

    Chapter  Google Scholar 

  • Ott, E., Sauer, T. and Yorke, J.A. (eds.) (1994) Coping with chaos: analysis of chaotic data and the exploitation of chaotic systems. John Wiley and Sons., NY.

    Google Scholar 

  • Rand, D.A. and Wilson, H.B. (1995) Using spatio-temporal chaos and intermediate-scale determinism to quantify spatially extended ecosystems. Proceedings of the Royal Society of London Series B Biological Sciences, 259, 111–117

    Article  Google Scholar 

  • Ruelle, D. (1989) Chaotic Evolution and Strange Attractors. Cambridge Univeristy Press, Cambridge.

    Book  Google Scholar 

  • Smith, R.L. and Liu, Z.-Q. (1997) Estimating local Lyapunov exponents, pp. 135–151.-In: Cutler, CD. and Kaplan, D.T. (eds.) Nonlinear Dynamics and Time Series: Building a Bridge Between the Natural and Statistical Sciences. Fields Institute Communications, vol 110. American Mathematical Society, Providence RI.

    Google Scholar 

  • Stone, L. (1992) Coloured noise or low-dimensional chaos? Proceedings of the Royal Society of London B (Biological Sciences), 250, 77–81.

    Article  CAS  Google Scholar 

  • Sugihara, G. and May, R.M. (1990) Nonlinear forecasting as a way of distinguishing chaos from measurement error in time series. Nature, 344, 734–741.

    Article  PubMed  CAS  Google Scholar 

  • Sugihara, G. (1995) Prediction as a criterion for classifying natural time series, pp. 269–294.-In: Tong, H. (ed.) Chaos and Forecasting: Proceedings of the Royal Society Discussion Meeting. World Scientific, Singapore.

    Google Scholar 

  • Tidd, C.W., Olsen, L.F. and Schaffer, W.M. (1993) The case for chaos in childhood epidemics. II. Predicting historical epidemics from mathematical models. Proceedings of the Royal Society of London Series B, 54, 257–273.

    Article  Google Scholar 

  • Tong, H. (1995) A personal overview of non-linear time series analysis from a chaos perspective (with discussion). Scandinavian Journal of Statistics, 22, 399–445.

    Google Scholar 

  • Tong, H. (1997) Some comments on nonlinear time series analysis, pp. 17–27.-In: Cutler, CD. and Kaplan, D.T. (eds.) Nonlinear Dynamics and Time Series: Building a Bridge Between the Natural and Statistical Sciences. American Mathematical Society, Providence RI.

    Google Scholar 

  • Wilson, H.B. and Rand, D.A. (1997) Reconstructing the dynamics of unobserved variables in spatially extended. systems. Proceedings of the Royal Society of London Series B. (Biological Sciences) 264, 625–630

    Article  Google Scholar 

  • Wolf, A., Swift, J.B., Swinney, H.L. and Vastano, J.A. (1985) Determining Lyapunov exponents from a time series. Physica D, 16, 285–315.

    Article  Google Scholar 

  • Wolff, R.C.W. (1992) Local Lyapunov exponents: looking closely at chaos. Journal of the Royal Statistical Society Series B, 54, 353–371.

    Google Scholar 

  • Yao, Q. and Tong, H. (1994) Quantifying the influence of initial values on non-linear prediction. Journal of the Royal Statistical Society B, 56, 701–725.

    Google Scholar 

  • Yao, Q. and Tong, H. (1995) On prediction and chaos in stochastic systems, pp. 57–86-In: Tong, H. (ed.) Chaos and Forecasting: Proceedings of the Royal Society Discussion Meeting. World Scientific, Singapore.

    Google Scholar 

  • Ziehmann, C, Smith, L.A. and Kurths, J. (1999) The bootstrap and Lyapunov exponents in deterministic chaos. Physica D, 126, 49–59.

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Joe N. Perry Robert H. Smith Ian P. Woiwod David R. Morse

Rights and permissions

Reprints and permissions

Copyright information

© 2000 Springer Science+Business Media Dordrecht

About this chapter

Cite this chapter

Ellner, S.P. (2000). Defining Chaos for Real, Noisy Data: Local Lyapunov Exponents and Sensitive Response to Perturbations. In: Perry, J.N., Smith, R.H., Woiwod, I.P., Morse, D.R. (eds) Chaos in Real Data. Population and Community Biology Series, vol 27. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-4010-2_1

Download citation

  • DOI: https://doi.org/10.1007/978-94-011-4010-2_1

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-5772-1

  • Online ISBN: 978-94-011-4010-2

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics