Details

Autor(en) / Beteiligte

• Hegger, Rainer
• Kantz, Holger
• Schreiber, Thomas

Titel

Practical implementation of nonlinear time series methods: The TISEAN package

Ist Teil von

• Chaos (Woodbury, N.Y.), 1999-06, Vol.9 (2), p.413-435

Ort / Verlag

United States

Erscheinungsjahr

1999

Link zum Volltext

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• 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.