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<H2><A NAME="SECTION00021000000000000000">Philosophy of the TISEAN implementation</A></H2>
<A NAME="secphilo"> </A>
A number of different people have been credited for the saying that every
complicated question has a simple answer which is wrong. Analysing a time
series with a nonlinear approach is definitely a complicated problem. Simple
answers have been repeatedly offered in the literature, quoting numerical
values for attractor dimensions for any conceivable system. The present
implementation reflects our scepticism against such simple answers which are
the inevitable result of using black box algorithms. Thus, for example, none
of the ``dimension'' programs will actually print a number which can be quoted
as the estimated attractor dimension. Instead, the correlation sum is computed
and basic tools are provided for its interpretation. It is up to the scientist
who does the analysis to put these results into their proper context and to
infer what information she or he may find useful and plausible. We should
stress that this is not simply a question of error bars. Error bars don't tell
about systematic errors and neither do they tell if the underlying assumptions
are justified.
<P>
The TISEAN project has emerged from work of the involved research groups
over several years. Some of the programs are in fact based on code published in
Ref. [<A HREF="citation.html#KantzSchreiber" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/chaospaper/citation.html#KantzSchreiber">2</A>]. Nevertheless, we still like to see it as a starting
point rather than a conclusive step. First of all, nonlinear time series
analysis is still a rapidly evolving field, in particular with respect to
applications. This implies that the selection of topics in this article and the
selection of algorithms implemented in TISEAN are highly biased towards what
we know now and found useful so far. But even the well established concepts
like dimension estimation and noise reduction leave considerable room for
alternatives to the present implementation. Sometimes this resulted in two or
more concurring and almost redundant programs entering the package. We have
deliberately not eliminated these redundancies since the user may benefit from
having a choice. In any case it is healthy to know that for most of the
algorithms the final word hasn't been spoken yet - nor is ever to be.
<P>
While the TISEAN package does contain a number of tools for <EM>linear</EM>
time series analysis (spectrum, autocorrelations, histograms, etc.), these are
only suitable for a quick inspection of the data. Spectral or even ARMA
estimation are industries in themselves and we refer the reader - and the user
of TISEAN - to the existing literature and available statistics software
for optimal, up-to-date implementations of these important methods.
<P>
Some users will miss a convenient graphical interface to the programs. We felt
that at this point the extra implementational effort would not be justified by
the expected additional functionality of the package. Work is in progress,
however, to provide interfaces to higher level mathematics (or statistics)
software.
<P>
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<P><ADDRESS>
<I>Thomas Schreiber <BR>
Wed Jan 6 15:38:27 CET 1999</I>
</ADDRESS>
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