TISEAN 3.0.1
Nonlinear Time Series Analysis

Rainer Hegger * Holger Kantz * Thomas Schreiber

With major contributions by
Eckehard Olbrich


TISEAN is
a software project for the analysis of time series with methods based on the theory of nonlinear deterministic dynamical systems, or chaos theory, if you prefer. It has grown out of the work of our groups during the last few years.

TISEAN copyright and citation
Starting from release 3.0.0 TISEAN is licensed under the terms of the GPL (version 2 or later).The Copyright © to each program is held by the person(s) named in the source code. You may use and refer to the programs as you do with any scientific publication. The correct reference will be
R. Hegger, H. Kantz, and T. Schreiber, Practical implementation of nonlinear time series methods: The TISEAN package, CHAOS 9, 413 (1999)
Preprint available: html (part of this distribution), other
For any of the surrogate data routines, please also give reference to
T. Schreiber and A. Schmitz, Surrogate time series, Physica D 142 346 (2000)
Preprint available: html (part of this distribution), other
We thank Marcus Richter, and Andreas Schmitz for their support of the project.

Theoretical background material can be found in the book

H. Kantz and T. Schreiber, ``Nonlinear Time Series Analysis'', 2nd edition, Cambridge University Press, Cambridge (2004).

TISEAN disclaimer
This software is given WITHOUT ANY WARRANTY; without even an implied statement of merchantability or fitness for a particular purpose. If you decide to use these programs, you do so entirely AT YOUR OWN RISK.

TISEAN distribution
is in source form (some code in C, some in FORTRAN) including the full documentation. Also, executables for some archtectures are available. Please consult the download page for available formats. You are very welcome to port the programs to other platforms or write interfaces to other software as long as the GPL is not violated. Let us know of any success!

TISEAN installation
The software can be compiled and installed using some reasonable version of make, a C compiler, and a FORTRAN compiler. The gcc / g77 family will do fine. If you lack one of the compilers, part of the package may still compile and work. It would be a pity, though, for the other part.

TISEAN updates
The range of programs is constantly growing and improving. For the latest version, check http://www.mpipks-dresden.mpg.de/~tisean. We are doing our best to remove bugs and straighten things but we are also working on additional material to be included in later releases. If you want to keep up-to-date about bug fixes and updates, observe the announcements here.

TIme SEries ANalysis
remains a difficult business, in particular the nonlinear kind. You may be assured that when treating the programs as a black box, you are certain to get nonsensical results. Even if you know what you are doing, output produced by the programs has to be interpreted very carefully and can often not be taken as it is. Now that you are warned, go ahead and have fun! A good place to start is the tutorial.

Derived and related projects:
From time to time people ask whether there are interfaces to program A or program B. We are command line purits so we don't need such interfaces. Anyway, here are the projects (we know of) of other people writing such interfaces:

RTisean Interface to the program package R


Copyright © (1998-2007) Rainer Hegger, Holger Kantz, Thomas Schreiber