The analysis of chaotic time-series data

DOI10.1016/S0167-6911(97)00045-5zbMath0901.93016MaRDI QIDQ1390930

Eric J. Kostelich

Publication date: 22 July 1998

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

identificationembeddingtime serieschaotic dynamics

Mathematics Subject Classification ID

System identification (93B30) Nonlinear systems in control theory (93C10) Identification in stochastic control theory (93E12) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Related Items (1)

Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?

Cites Work

• Testing for nonlinearity in time series: the method of surrogate data
• A noise reduction method for signals from nonlinear systems
• Determining Lyapunov exponents from a time series
• Measuring the strangeness of strange attractors
• Extracting qualitative dynamics from experimental data
• State space reconstruction in the presence of noise
• Singular-value decomposition in attractor reconstruction: Pitfalls and precautions
• Embedology
• Exceptional events as evidence for determinism
• Independent coordinates for strange attractors from mutual information
• Topological dimension and local coordinates from time series data
• Controlling chaos
• Ergodic theory of chaos and strange attractors
• Deterministic Nonperiodic Flow
• Chaos
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