Practical implementation of nonlinear time series methods: The TISEAN package

Practical implementation of nonlinear time series methods: The TISEAN package

30 Sep 1998 | Rainer Hegger, Holger Kantz, Thomas Schreiber
The TISEAN package provides a set of computer programs for nonlinear time series analysis, based on the concept of deterministic chaos. It includes algorithms for data representation, prediction, noise reduction, dimension and Lyapunov estimation, and nonlinearity testing. The package is publicly available and aims to make these methods accessible to a broader audience. The implementation emphasizes practical considerations and parameter selection, with guidance on how to interpret results. The TISEAN project is based on the work of several research groups and includes programs that are either derived from or inspired by existing literature. The package includes tools for linear time series analysis, though they are primarily for quick data inspection. The implementation of the algorithms is discussed in detail, along with possible alternatives to the TISEAN approach. The package includes methods for phase space reconstruction, such as delay coordinates and embedding parameters, and techniques for visualization, non-stationarity, and nonlinear prediction. The TISEAN package also includes routines for model validation, simple nonlinear prediction, finding unstable periodic orbits, and global function fits. These methods are designed to help users analyze complex dynamics from measurements and to determine the underlying structure of time series data. The package is intended to be a practical guide for users who are not necessarily experts in chaos theory, providing a comprehensive set of tools for nonlinear time series analysis.The TISEAN package provides a set of computer programs for nonlinear time series analysis, based on the concept of deterministic chaos. It includes algorithms for data representation, prediction, noise reduction, dimension and Lyapunov estimation, and nonlinearity testing. The package is publicly available and aims to make these methods accessible to a broader audience. The implementation emphasizes practical considerations and parameter selection, with guidance on how to interpret results. The TISEAN project is based on the work of several research groups and includes programs that are either derived from or inspired by existing literature. The package includes tools for linear time series analysis, though they are primarily for quick data inspection. The implementation of the algorithms is discussed in detail, along with possible alternatives to the TISEAN approach. The package includes methods for phase space reconstruction, such as delay coordinates and embedding parameters, and techniques for visualization, non-stationarity, and nonlinear prediction. The TISEAN package also includes routines for model validation, simple nonlinear prediction, finding unstable periodic orbits, and global function fits. These methods are designed to help users analyze complex dynamics from measurements and to determine the underlying structure of time series data. The package is intended to be a practical guide for users who are not necessarily experts in chaos theory, providing a comprehensive set of tools for nonlinear time series analysis.
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