NONLINEAR TIME SEQUENCE ANALYSIS | RDL Research Database

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

AttractorLyapunov exponentNonlinear systemSequence (biology)Completeness (order theory)MathematicsStatistical physicsDynamical systems theoryNonlinear dynamical systemsSpectral analysisApplied mathematicsNoise (video)Computer scienceChaoticMathematical analysisArtificial intelligencePhysics

Affiliated Institutions

University of Wuppertal DE

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Publication Info

Year: 1991
Type: article
Volume: 01
Issue: 03
Pages: 521-547
Citations: 528
Access: Closed

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APA Style

                            
                                    Peter Grassberger, 
                                
                                    Thomas Schreiber, 
                                
                                    Carsten Schaffrath
                                
                            (1991). 
                            NONLINEAR TIME SEQUENCE ANALYSIS. 
                            International Journal of Bifurcation and Chaos
                            , 01
                            (03)
                            , 521-547.
                            https://doi.org/10.1142/s0218127491000403

Identifiers

DOI: 10.1142/s0218127491000403