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# Practical implementation of nonlinear time series methods:

The TISEAN package

**
Rainer Hegger, Holger Kantz**

*Max Planck Institute for Physics of Complex Systems,*

Nöthnitzer
Str. 38, D-01187 Dresden

Thomas Schreiber

*Physics Department, University of Wuppertal, D-42097 Wuppertal*

### Abstract:

We describe the implementation of methods of nonlinear time series analysis
which are based on the paradigm of deterministic chaos. A variety of
algorithms for data representation, prediction, noise reduction, dimension
and Lyapunov estimation, and nonlinearity testing are discussed with
particular emphasis on issues of implementation and choice of parameters.
Computer programs that implement the resulting strategies are publicly
available as the TISEAN
software package. The use of each algorithm will
be illustrated with a typical application. As to the theoretical background,
we will essentially give pointers to the literature.

### Note:

A version of this document has appeared as a journal article

[CHAOS **9**, 413-435 (1999)]

which now constitutes the correct reference
to this work.
Preprint paper versions
are also available.

### Note:

Extensions to the package made after version 1.0 are not documented in this
manual in order to keep it as close as possible to the paper version.
Only minor updates have been made to the text and the link structure since
then.

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*Thomas Schreiber *

Wed Jan 6 15:38:27 CET 1999