Ziehmann, C., Smith, L.A. and Kurths, J. (2000) Phys. Lett. A 271 ,237-251
Abstract
Even chaotic systems may have regions within which any initial uncertainty will decrease, suggesting that every forecast be accompanied by an estimate of its likely accuracy. We investigate the ability of two distinct types of local Lyapunov exponents to reflect this predictability; relations between these finite time and finite sample exponents are derived. Although it is widely believed that forecast errors grow exponentially, a positive local exponent does {\it not} imply exponential growth; regions of {\it decreasing} uncertainty are found in common chaotic systems.