Analysis of Nonlinear Time Series
Sample correlation integral
Sample correlation integral (at multiple length scales)
Duffing oscillator
Embedding of a time series
Method of false nearest neighbours
Lorenz system
Tools to evaluate the maximal Lyapunov exponent of a dynamic system
Average Mutual Information
Plotting average mutual information index
Plotting sample correlation integrals
Plotting false nearest neighbours results
Printing sample correlation integrals
Printing false nearest neighbours results
Recurrence plot
Roessler system of equations
Simulates a continuous dynamic system
Space-time separation plot
Internal tseriesChaos objects
Routines for the analysis of nonlinear time series. This work is largely inspired by the TISEAN project, by Rainer Hegger, Holger Kantz and Thomas Schreiber: <http://www.mpipks-dresden.mpg.de/~tisean/>.