Rainer Hegger, Holger Kantz
Max Planck Institute for Physics of Complex Systems,
Nöthnitzer Str. 38, D-01187 Dresden
Physics Department, University of Wuppertal, D-42097 Wuppertal
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 TISEAN 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.
A version of this document has appeared as a journal article
[CHAOS 9, 413-435 (1999)]which now constitutes the correct reference to this work. Preprint paper versions are also available.