On the complex dynamics of functional-coefficients nonlinear autoregressive time series models |
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| Authors: | A Elhassanein |
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| Institution: | 1. Department of Mathematics, Faculty of Sciences and Arts, University of Bisha, Bisha, Saudi Arabia;2. Department of Mathematics, Faculty of Sciences, University of Damanhour, Damanhour, Egypt |
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| Abstract: | In this article, a new chaotic functional-coefficient nonlinear autoregressive time series model is formulated. Asymptotic stability of the equilibria of the skeleton is studied. Complex dynamics of the proposed model are investigated by means of the bifurcations, time series diagrams, and phase portraits. The effects of noise intensity on its dynamics and the intermittency phenomenon are also discussed via simulation. Two chaotic indicators, namely, the fractal dimension and the Lyapunov exponent methods are investigated for the model. |
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| Keywords: | Bifurcations Chaos Intermittency Nonlinear autoregressive models Skeleton |
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