Transactions of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2424-0982
ISSN-L : 0917-2246
On chaotic nature of temperature sequence recorded in Tokyo : - Application of Generalized Informaton Criterion -
Ikuo Matsuba
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1998 Volume 8 Issue 1 Pages 35-43

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Abstract
A previously proposed generalized information criterion is applied to the temperature time series recorded at Tokyo. The maximum Lyapunov exponents estimated from the behavior of the prediction error agrees with that obtained directly from the time series data based on the reconstructed dynamics whose dimension is determined by use of the generalized information criterion. This result indicates that the recorded temperature sequence in Tokyo may be in the chaotic state.
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© 1998 The Japan Society for Industrial and Applied Mathematics
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