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Two tools to test time series data for evidence of chaos and/or nonlinearity

  • James Theiler
Papers Principles And Algorithms

Abstract

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.

Keywords

Time Series Correlation Dimension Strange Attractor Surrogate Data Physical Review Letter 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer 1994

Authors and Affiliations

  • James Theiler
    • 1
    • 2
  1. 1.Santa Fe InstituteSanta Fe
  2. 2.Los Alamos National LaboratoryLos Alamos

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