LOCAL EXPONENTIAL DIVERGENCE PLOT AND OPTIMAL EMBEDDING OF A CHAOTIC TIME-SERIES

we propose here a local exponential divergence plot which is capable o f providing a new means of characterizing chaotic time series. The sug gested plot defines a time dependent exponent LAMBDA and a ''plus'' ex ponent LAMBDA+ which serves as a criterion for estimating simultaneous ly the minimal acceptable embedding dimension, the proper delay time a nd the largest Lyapunov exponent.