📄 tiseanhtml.html
字号:
<!DOCTYPE HTML PUBLIC "-//IETF//DTD HTML 2.2//EN"><!--Converted with LaTeX2HTML 96.1-h (September 30, 1996) by Nikos Drakos (nikos@cbl.leeds.ac.uk), CBLU, University of Leeds --><HTML><HEAD><TITLE>Practical implementation of nonlinear time series methods: The TISEAN package</TITLE><META NAME="description" CONTENT="Practical implementation of nonlinear time series methods: The TISEAN package"><META NAME="keywords" CONTENT="TiseanHTML"><META NAME="resource-type" CONTENT="document"><META NAME="distribution" CONTENT="global"><LINK REL=STYLESHEET HREF="TiseanHTML.css"></HEAD><BODY bgcolor=ffffff LANG="EN" > <A NAME="tex2html23" HREF="node1.html"><IMG WIDTH=37 HEIGHT=24 ALIGN=BOTTOM ALT="next" SRC="icons/next_motif.gif"></A> <a href="../indexf.html"><IMG WIDTH=26 HEIGHT=24 ALIGN=BOTTOM ALT="up" SRC="icons/up_motif.gif"></a> <IMG WIDTH=63 HEIGHT=24 ALIGN=BOTTOM ALT="previous" SRC="icons/previous_motif.gif"> <BR><B> Next:</B> <A NAME="tex2html24" HREF="node1.html">Lead Paragraph</A><BR> <P><P><H1 ALIGN=CENTER>Practical implementation of nonlinear time series methods: <br>The TISEAN package</H1><P ALIGN=CENTER><STRONG> Rainer Hegger, Holger Kantz<BR> <EM>Max Planck Institute for Physics of Complex Systems,<BR> Nöthnitzer Str. 38, D-01187 Dresden</EM><BR>Thomas Schreiber<BR> <EM>Physics Department, University of Wuppertal, D-42097 Wuppertal</EM></STRONG></P><P><P><H3 CLASS=ABSTRACT>Abstract:</H3><P CLASS=ABSTRACT>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 <a href="../indexf.html">TISEAN</a> 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.</P><P><H3>Note:</H3><P>A version of this document has appeared as a journal article<blockquote> [<font color=red>CHAOS <b>9</b>, 413-435 (1999)</font>]</blockquote>which now constitutes the correct referenceto this work.Preprint <a href="http://xxx.lanl.gov/abs/chao-dyn/9810005">paper versions</a> are also available.</P><P><H3>Note:</H3>Extensions to the package made after version 1.0 are not documented in thismanual in order to keep it as close as possible to the paper version.Only minor updates have been made to the text and the link structure sincethen. <BR> <HR><UL><A NAME="CHILD_LINKS"> </A><LI> <A NAME="tex2html25" HREF="node2.html#SECTION00020000000000000000">Introduction</A><UL><LI> <A NAME="tex2html26" HREF="node3.html#SECTION00021000000000000000">Philosophy of the TISEAN implementation</A><LI> <A NAME="tex2html27" HREF="node4.html#SECTION00022000000000000000">General computational issues</A></UL> <LI> <A NAME="tex2html28" HREF="node5.html#SECTION00030000000000000000">Phase space representation</A><UL><LI> <A NAME="tex2html29" HREF="node6.html#SECTION00031000000000000000">Delay coordinates</A><LI> <A NAME="tex2html30" HREF="node7.html#SECTION00032000000000000000">Embedding parameters</A><UL><LI> <A NAME="tex2html31" HREF="node8.html#SECTION00032100000000000000">Mutual information</A><LI> <A NAME="tex2html32" HREF="node9.html#SECTION00032200000000000000">False nearest neighbors</A></UL> <LI> <A NAME="tex2html33" HREF="node10.html#SECTION00033000000000000000">Principal components</A><LI> <A NAME="tex2html34" HREF="node11.html#SECTION00034000000000000000">Poincaré sections</A><LI> <A NAME="tex2html35" HREF="node12.html#SECTION00035000000000000000">SVD filters</A></UL> <LI> <A NAME="tex2html36" HREF="node13.html#SECTION00040000000000000000">Visualization, non-stationarity</A><UL><LI> <A NAME="tex2html37" HREF="node14.html#SECTION00041000000000000000">Recurrence plots</A><LI> <A NAME="tex2html38" HREF="node15.html#SECTION00042000000000000000">Space-time separation plot</A></UL> <LI> <A NAME="tex2html39" HREF="node16.html#SECTION00050000000000000000">Nonlinear prediction</A><UL><LI> <A NAME="tex2html40" HREF="node17.html#SECTION00051000000000000000">Model validation</A><LI> <A NAME="tex2html41" HREF="node18.html#SECTION00052000000000000000">Simple nonlinear prediction</A><LI> <A NAME="tex2html42" HREF="node19.html#SECTION00053000000000000000">Finding unstable periodic orbits</A><LI> <A NAME="tex2html43" HREF="node20.html#SECTION00054000000000000000">Locally linear prediction</A><LI> <A NAME="tex2html44" HREF="node21.html#SECTION00055000000000000000">Global function fits</A></UL> <LI> <A NAME="tex2html45" HREF="node22.html#SECTION00060000000000000000">Nonlinear noise reduction</A><UL><LI> <A NAME="tex2html46" HREF="node23.html#SECTION00061000000000000000">Simple nonlinear noise reduction</A><LI> <A NAME="tex2html47" HREF="node24.html#SECTION00062000000000000000">Locally projective nonlinear noise reduction</A><LI> <A NAME="tex2html48" HREF="node25.html#SECTION00063000000000000000">Nonlinear noise reduction in a data stream</A></UL> <LI> <A NAME="tex2html49" HREF="node26.html#SECTION00070000000000000000">Lyapunov exponents</A><UL><LI> <A NAME="tex2html50" HREF="node27.html#SECTION00071000000000000000">The maximal exponent</A><LI> <A NAME="tex2html51" HREF="node28.html#SECTION00072000000000000000">The Lyapunov spectrum</A></UL> <LI> <A NAME="tex2html52" HREF="node29.html#SECTION00080000000000000000">Dimensions and entropies</A><UL><LI> <A NAME="tex2html53" HREF="node30.html#SECTION00081000000000000000">Correlation dimension</A><UL><LI> <A NAME="tex2html54" HREF="node31.html#SECTION00081100000000000000">Takens-Theiler estimator</A><LI> <A NAME="tex2html55" HREF="node32.html#SECTION00081200000000000000">Gaussian kernel correlation integral</A></UL> <LI> <A NAME="tex2html56" HREF="node33.html#SECTION00082000000000000000">Information dimension</A><UL><LI> <A NAME="tex2html57" HREF="node34.html#SECTION00082100000000000000">Entropy estimates</A></UL> </UL> <LI> <A NAME="tex2html58" HREF="node35.html#SECTION00090000000000000000">Testing for nonlinearity</A><UL><LI> <A NAME="tex2html59" HREF="node36.html#SECTION00091000000000000000">The concept of surrogate data</A><LI> <A NAME="tex2html60" HREF="node37.html#SECTION00092000000000000000">Iterative Fourier transform method</A><LI> <A NAME="tex2html61" HREF="node38.html#SECTION00093000000000000000">General constrained randomization</A><LI> <A NAME="tex2html62" HREF="node39.html#SECTION00094000000000000000">Measuring weak nonlinearity</A></UL> <LI> <A NAME="tex2html63" HREF="node40.html#SECTION000100000000000000000">Conclusion and perspectives</A><UL><LI> <A NAME="tex2html64" HREF="node41.html#SECTION000101000000000000000">Important methods which are (still) missing</A></UL> <LI> <A NAME="tex2html65" HREF="citation.html#SECTION000120000000000000000">References</A><LI> <A NAME="tex2html66" HREF="node44.html#SECTION000130000000000000000"> About this document ... </A></UL><HR><A NAME="tex2html23" HREF="node1.html"><IMG WIDTH=37 HEIGHT=24 ALIGN=BOTTOM ALT="next" SRC="icons/next_motif.gif"></A> <a href="../index.html"><IMG WIDTH=26 HEIGHT=24 ALIGN=BOTTOM ALT="up" SRC="icons/up_motif.gif"></a> <IMG WIDTH=63 HEIGHT=24 ALIGN=BOTTOM ALT="previous" SRC="icons/previous_motif.gif"> <BR><B> Next:</B> <A NAME="tex2html24" HREF="node1.html">Lead Paragraph</A><P><ADDRESS><I>Thomas Schreiber <BR>Wed Jan 6 15:38:27 CET 1999</I></ADDRESS></BODY></HTML>⌨️ 快捷键说明
复制代码
Ctrl + C
搜索代码
Ctrl + F
全屏模式
F11
切换主题
Ctrl + Shift + D
显示快捷键
?
增大字号
Ctrl + =
减小字号
Ctrl + -