Practical implementation of nonlinear time series methods: The TISEAN package.
We describe the implementation of methods of nonlinear time series analysis which are based on the paradigm of deterministic chaos. A variety of algorithms for data representation, prediction, noise reduction, dimension and Lyapunov estimation, and nonlinearity testing are discussed with particular emphasis on issues of implementation and choice of parameters. Computer programs that implement the resulting strategies are publicly available as the TISEAN software package. The use of each algorithm will be illustrated with a typical application. As to the theoretical background, we will essentially give pointers to the literature. (c) 1999 American Institute of Physics.
Hegger
Rainer
R
Max Planck Institute for Physics of Complex Systems, Nothnitzer Str. 38, D-01187 Dresden, Germany.
Kantz
Holger
H
Schreiber
Thomas
T