Two tools to test time series data for evidence of chaos and/or nonlinearity
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Two computer programs are described for evaluating the evidence for chaos and nonlinearity in time series data. “bx” is an efficient algorithm for computing the correlation integral (from which correlation dimension can be estimated); and “surrogat” is a Fourier-transform-based algorithm for generating surrogate data consistent with a null hypothesis that the data arise as a result of a linear stochastic process.
KeywordsTime Series Correlation Dimension Strange Attractor Surrogate Data Physical Review Letter
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