NONLINEAR TIME SEQUENCE ANALYSIS
International Journal of Bifurcation and ChaosPublished 1 September 1991
Peter Grassberger, Thomas Schreiber, Carsten Schaffrath
Citations531
SJR quartileQ1
SJR score0.60
SNIP0.80
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Abstract
We review several aspects of the analysis of time sequences, and concentrate on recent methods using concepts from the theory of nonlinear dynamical systems. In particular, we discuss problems in estimating attractor dimensions, entropies, and Lyapunov exponents, in reducing noise and in forecasting. For completeness and since we want to stress connections to more traditional (mostly spectrum-based) methods, we also give a short review of spectral methods.
Keywords
Computer ScienceEconomics, Econometrics and FinancePhysics and Astronomy