FEG-Pro: Forecast-Error Growth Profiling for Finite-Horizon Instability Analysis of Nonlinear Time Series

Andrei Velichko, N'Gbo N'Gbo, Bruno Carpentieri +1

Estimating the largest Lyapunov exponent from a scalar time series is difficult when the governing equations, tangent dynamics, and full state vector are unavailable. We propose FE…