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TISEAN

By Holger Kantz
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The package includes command-line tools for all the usual forms of time series analysis: some linear methods (although the authors indicate that there are more complete and powerful packages for linear time series analysis), tests for stationarity, embeddings and Poincaré sections, nonlinear prediction, noise reduction, dimension and entropy estimation, Lyapunov exponents, surrogate analysis, and analysis of spike trains.
KeywordsTime series analysis
Model
  • Time Series
Software Type
  • Package
Language
  • C
  • Fortran
Platform
  • Unix
  • Linux
  • Windows
  • MacOS
Availability
Contact Person
Holger Kantz, kantz(at)pks(dot)mpg(dot)de
References to Papers

R. Hegger, H. Kantz, and T. Schreiber, Practical implementation of nonlinear time series methods: The TISEAN package, CHAOS 9, 413 (1999).

T. Schreiber and A. Schmitz, Surrogate time series, Physica D 142 346 (2000). H. Kantz and T. Schreiber, ``Nonlinear Time Series Analysis'', 2nd edition, Cambridge University Press, Cambridge (2004).

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