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Operators and Keywords

Function List:

C++ API

tisean

Port of TISEAN 3.0.1

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Generating time series

henon
Generate Henon map
ikeda
Generate Ikeda map

Linear tools

spectrum
Produce delay vectors

Phase space representation

delay
Produce delay vectors
false_nearest
Determines the fraction of false nearest neighbors.
mutual
Estimates the time delayed mutual information of the data.
pca
Performs a global principal component analysis (PCA).
poincare
Make a Poincare section for time continuous scalar data sets along one of the coordinates of the embedding vector.

Nonlinear noise reduction

lazy
Performs simple nonlinear noise reduction
ghkss
Multivariate noise reduction using the GHKSS algorithm.

Nonlinear prediction

upo
Locates unstable periodic points.
upoembed
Creates delay coordinates for upo output.
lzo_gm
Estimates the average forecast error for a local constant (zeroth order) fit as a function of the neighborhood size.
lzo_run
This program fits a locally zeroth order model to a possibly multivariate time series and iterates the time series into the future.
lzo_test
Estimates the average forecast error for a zeroth order fit from a multidimensional time series
lfo_ar
This program makes a local linear ansatz and estimates the one step prediction error of the model.
lfo_run
This function depending on whether switch 'zeroth' is set produces either a local linear ansatz or a zeroth order ansatz for a possibly multivariate time series and iterates an artificial trajectory.
lfo_test
Makes a local linear ansatz and estimates the one step prediction error of the model.
polynom
Models the data making a polynomial ansatz.
rbf
This program models the data using a radial basis function (rbf) ansatz.
xzero
Takes two data sets and fits a zeroth order model of data set 1 (X1) to predict data set 2 (X2) - cross prediction.

Lyapunov exponents

lyap_k
Estimates the maximum Lyapunov exponent using the algorithm described by Kantz on the TISEAN reference page:
lyap_r
Estimates the largest Lyapunov exponent of a given scalar data set using the algorithm described by Resentein et al.
lyap_spec
Estimates the spectrum of Lyapunov exponents using the method of Sano and Sawada.

Dimensions and entropies

d2
This program estimates the correlation sum, the correlation dimension and the correlation entropy of a given, possibly multivariate, data set.
av_d2
This program takes the output of d2, c2d or c1 and smooths it by averaging over a given interval.
c2t
This program calculates the maximum likelihood estimator (the Takens' estimator) from correlation sums of the output of d2 (the 'c2' field of the d2 output) or c1 (the 'c1' field of c1 output).
c2g
This program calculates the Gaussian kernel correlation integral and its logarithmic derivatice from correlation sums calculated by d2 (the 'c2' field of the d2 output).
c1
Computers curves for the fixed mass computation of information dimension (mentioned in TISEAN 3.0.1 documentation).
c2d
This program calculates the local slopes by fitting straight lines onto c1 correlation sum data (the 'c1' field of the c1 output).
boxcount
Estimates the Renyi entropy of Qth order using a partition of the phase space instead of using the Grassberger-Procaccia scheme.

Testing for nonlinearity

surrogates
Generates multivariate surrogate data (implements the iterative Fourier scheme).
endtoend
Determine the effect of an end-to-end mismatch on the autocorrelation structure for various sub-sequence lengths.
timerev
Calculates time reversal assymetry statistic.

Spike trains

spikeauto
Computes the binned autocorrelation function of a series of event times.
spikespec
Computes a power spectrum assuming that the data are the times of singular events, e.g.

Package: tisean