LagSpace 1.3

J. C. Sprott and Adam Maus

LagSpace Output

LagSpace is a Windows program written in PowerBASIC used in scalar time series analysis. Its primary use is in calculating the lag space (a generalization of the optimal embedding space) and Lyapunov exponent spectrum for a given time series. For a more thorough explanation of the uses of this program, please consult our published papers: 1) Neural Network Method for Determining Embedding Dimension of a Time Series and 2) Evaluating Lyapunov Exponent Spectra with Neural Networks.

Installation and Use

  1. Download LagSpace.exe and the test time series taken from the Henon map
  2. Run LagSpace and input the file name of the test time series (e.g. henon.dat)
  3. Enter the number of neurons n (typical value: 6)
  4. Enter the embedding dimension d for the neural network (typical value: 5)
  5. Enter the exponent e of the error function: (predicted point - actual point)e (typical value: 2 for least squares)
  6. Enter the number of steps ahead the neural network should calculate to determine the error (typical value: 1, larger values will slow the calculation)
  7. Enter your choice of activation function for the neurons (typical value: hyperbolic tangent)
  8. Run until you decide to manually stop the program (press ESC to stop the program or any other key to change the neural network options)

Important Notes


Disclaimer: This program is freeware. If you decide to use it, you do so entirely AT YOUR OWN RISK. The authors do not provide support but are always interested in your comments and suggestions.