Practical implementation of nonlinear time series methods: The TISEAN package
From MaRDI portal
Abstract: Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena despite the fact that very few natural systems have actually been found to be low dimensional deterministic in the sense of the theory. In order to evaluate the long term usefulness of the nonlinear time series approach as inspired by chaos theory, it will be important that the corresponding methods become more widely accessible. This paper, while not a proper review on nonlinear time series analysis, tries to make a contribution to this process by describing the actual implementation of the algorithms, and their proper usage. Most of the methods require the choice of certain parameters for each specific time series application. We will try to give guidance in this respect. The scope and selection of topics in this article, as well as the implementational choices that have been made, correspond to the contents of the software package TISEAN which is publicly available from http://www.mpipks-dresden.mpg.de/~tisean . In fact, this paper can be seen as an extended manual for the TISEAN programs. It fills the gap between the technical documentation and the existing literature, providing the necessary entry points for a more thorough study of the theoretical background.
Recommendations
Cites work
- A practical method for calculating largest Lyapunov exponents from small data sets
- Calculation of Lyapunov exponents avoiding spurious elements
- Chaotic time series. Part I. Estimation of some invariant properties in state-space
- Chaotic time series. Part II. System Identification and Prediction
- Characterization of unstable periodic orbits in chaotic attractors and repellers
- Classification of highly noisy signals using global dynamical models
- Dangers of geometric filtering
- EFFICIENT NEIGHBOR SEARCHING IN NONLINEAR TIME SERIES ANALYSIS
- Embedology
- Ergodic theory of chaos and strange attractors
- Extracting qualitative dynamics from experimental data
- HOW MANY DELAY COORDINATES DO YOU NEED?
- Identification and prediction of low dimensional dynamics
- Independent coordinates for strange attractors from mutual information.
- Integrated wavelets on fractal sets. I. The correlation dimension
- Measuring statistical dependences in a time series
- Measuring the strangeness of strange attractors
- Noise reduction schemes for chaotic time series
- Nonlinear prediction of chaotic time series
- NONLINEAR TIME SEQUENCE ANALYSIS
- On noise reduction methods for chaotic data
- Recurrence plots revisited
- Regularized local linear prediction of chaotic time series
- State space reconstruction in the presence of noise
- Stationarity and nonstationarity in time series analysis
- Statistical description of chaotic attractors: the dimension function
- Testing for nonlinearity in time series: the method of surrogate data
- Testing for nonlinearity using redundancies: Quantitative and qualitative aspects
Cited in
(only showing first 100 items - show all)- Relative entropy measures applied to healthy and pathological voice characterization
- Amoeba-based chaotic neurocomputing: combinatorial optimization by coupled biological oscil\-lators
- Temporal fluctuations in the potential energy of proteins: \(1/f^{\alpha}\) noise and diffusion
- TISEAN
- Signals of chaotic behavior in PMMA.
- On the effective dimension and dynamic complexity of earthquake faults
- Surrogate time series.
- Applying the method of surrogate data to cyclic time series
- Possible determinism and the real world data
- Detection of nonlinearity and chaoticity in time series using the transportation distance function
- Discriminating dynamical from additive noise in the Van der Pol oscillator
- Phase transitions in tumor growth. III: Vascular and metastasis behavior
- Surrogate data for hypothesis testing of physical systems
- Approximate entropy profile: a novel approach to comprehend irregularity of short-term HRV signal
- Improvement in global forecast for chaotic time series
- A new characterization of chaos from a time series
- FANCFIS: fast adaptive neuro-complex fuzzy inference system
- Data-based prediction and causality inference of nonlinear dynamics
- Rate of afferent stimulus dependent synchronization and coding in coupled neurons system
- An alternative bifurcation analysis of the Rose--Hindmarsh model
- Experimental verification of optimized multiscroll chaotic oscillators based on irregular saturated functions
- Financial multifractality and its subtleties: An example of DAX
- Time series analysis for minority game simulations of financial markets
- Bifurcations and chaotic behavior on the Lanford system
- Bifurcation diagram, noise reduction and period-four cycle on low frequency current oscillations in a semi-insulating GaAs sample
- Optimal embedding parameters: a modelling paradigm
- Detecting and identifying non-stationary courses in the ripping head power consumption by recurrence plots
- Error covariance matrix estimation of noisy and dynamically coupled time series
- Heat transfer and flow transitions of a thermal plume generated by a heating element on the enclosure bottom wall
- An application of the coherent noise model for the prediction of aftershock magnitude time series
- Response of Lyapunov exponents to diffusion state of biological networks
- Time-series and network analysis in quantum dynamics: comparison with classical dynamics
- Volatile opinions and optimal control of vaccine awareness campaigns: chaotic behaviour of the forward-backward sweep algorithm vs. heuristic direct optimization
- Solving the chaos model-data paradox in the cryptocurrency market
- Long term time dependent frequency analysis of chaotic waves in the weakly magnetized spherical Couette system
- Fractional-order chaotic systems with hidden attractors
- Dynamic characteristic of Bitcoin cryptocurrency in the reconstruction scheme
- Chaotic signals inside some tick-by-tick financial time series
- A chaotic circuit based on a physical memristor
- Multirhythmicity but no deterministic chaos in vibrating strings
- Correlation between the Hurst exponent and the maximal Lyapunov exponent: examining some low-dimensional conservative maps
- Granger-causality inference in the presence of gaps: an equidistant missing-data problem for non-synchronous recorded time series data
- Quantifying chaos in stock markets before and during COVID-19 pandemic from the phase space reconstruction
- Numerical verification of a non-residual orthogonal term-by-term stabilized finite element formulation for incompressible convective flow problems
- Fractal measures and nonlinear dynamics of overcontact binaries
- Autonomous choices among deterministic evolution-laws as source of uncertainty
- Nonlinear time series analysis of food intake in the dab and the rainbow trout
- A composite neural network that learns from multi-fidelity data: application to function approximation and inverse PDE problems
- On the chaotic behaviour of a simple dry-friction oscillator
- An efficient algorithm for the computation of average mutual information: validation and implementation in Matlab
- Revealing transitions in friction-excited vibrations by nonlinear time-series analysis
- Spatio-temporal dynamics in simple asymmetric hypercycles under weak parasitic coupling
- Correntropy as a novel measure for nonlinearity tests
- On stability analysis via Lyapunov exponents calculated from a time series using nonlinear mapping-a case study
- Theoretical and experimental time series analysis of an inductorless Chua's circuit
- Characterization of complex behaviors of TCP/RED computer networks based on nonlinear time series analysis methods
- Chaos and generalised multistability in a mesoscopic model of the electroencephalogram
- A linearization based non-iterative approach to measure the Gaussian noise level for chaotic time series
- A time-varying hyperchaotic system and its realization in circuit
- On the chaotic behavior of a third-order log-domain filter
- Modeling human postural sway using an intermittent control and hemodynamic perturbations
- Using invariants to change detection in dynamical system with chaos
- Adaptive metrics in the nearest neighbours method
- Posture as a chaotic system and an application to the Parkinson's disease
- Does composite index of NYSE represents chaos in the long time scale?
- Complex dynamics and spatio-temporal patterns in a network of three distributed chemical reactors with periodical feed switching
- A non-subjective approach to the GP algorithm for analysing noisy time series
- Theoretical time series analysis from electric field oscillations generated by rate equations of generation-recombination processes in \(n\)-type semiconductors
- Optimization of the Kaplan-Yorke dimension in fractional-order chaotic oscillators by metaheuristics
- Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms
- Using scaling-region distributions to select embedding parameters
- Pathological tremors: Deterministic chaos or nonlinear stochastic oscillators?
- Robust chaos in a model of the electroencephalogram: Implications for brain dynamics
- Conedy: A scientific tool to investigate complex network dynamics
- Characterizing system dynamics with a weighted and directed network constructed from time series data
- Analysis and prediction of aperiodic hydrodynamic oscillatory time series by feed-forward neural networks, fuzzy logic, and a local nonlinear predictor
- On the dynamics of a simple rational planar map
- Local minima-based recurrence plots for continuous dynamical systems
- Time-series forecasting via complex fuzzy logic
- Strange attractors generated by a fractional order switching system and its topological horseshoe
- ITTSAE: A Set of Interactive Software Tools for Time Series Analysis Education [Lecture Notes]
- Invariance of Lyapunov exponents and Lyapunov dimension for regular and irregular linearizations
- DETERMINISTIC CHAOS IN SOUNDS OF ASIAN CICADAS
- U -sequence in electrostatic microelectromechanical systems (MEMS)
- NONLINEAR TIME SERIES ANALYSIS IN EPILEPSY
- On the characterization of the deterministic/stochastic and linear/nonlinear nature of time series
- Error criteria for cross validation in the context of chaotic time series prediction
- Chaos in computer performance
- Chaotic phenomena of charged particles in crystal lattices
- Irregular Firing of Isolated Cortical Interneurons in Vitro Driven by Intrinsic Stochastic Mechanisms
- Chaotic Frequency Scaling in a Coupled Oscillator Model for Free Rhythmic Actions
- The rheology of a dilute suspension of Brownian dipolar spheroids in a simple shear flow under the action of an external force
- COMPUTATIONAL INTELLIGENCE METHODS FOR FINANCIAL TIME SERIES MODELING
- The emergence of chaos in a laser irradiated spherical absorber
- Bifurcation analysis of bubble dynamics in fluidized beds
- Cutting process dynamics by nonlinear time series and wavelet analysis
- Evaluating Lyapunov exponent spectra with neural networks
- Normalized linear variance decay dimension density and its application of dynamical complexity detection in physiological (fMRI) time series
- scientific article; zbMATH DE number 6982970 (Why is no real title available?)
- Multiscale ordinal network analysis of human cardiac dynamics
This page was built for publication: Practical implementation of nonlinear time series methods: The TISEAN package
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2727228)
