## 102 Citations

Detection of Nonlinearity and Chaos in TimeSeries Milan Palu

- Computer Science
- 2007

A method for identiication of nonlinearity and chaos in time series is presented and the possible presence of underlying chaotic dynamics can be assessed by a marginal redundancy approach.

Dynamical Analysis of Time Series by Statistical Tests

- Computer Science
- 1997

This review deals with the application of statistical test techniques for the extraction of structures in time series using a cumulant-based measure of statistical dependences in Fourier space and the dynamical aspects are studied by means of the information flow.

Nonlinear Time-Series Analysis

- Computer Science
- 1998

An overview of the achievements and some present research activities in the field of state space based methods for nonlinear time-series analysis and a new approach for modeling data from spatio-temporal systems is presented.

Generalized redundancies for time series

- Computer Science
- 1995

Extensions to various information-theoretic quantities (such as entropy, redundancy , and mutual information) are discussed in the context of their role in nonlinear time series analysis. We also…

TESTING FOR NONLINEARITY USINGREDUNDANCIES : Quantitative and Qualitative

- Computer Science
- 1995

Evaluation of redundancies and redundancy-based statistics as functions of time lag and embedding dimension can further enhance insight into dynamics of a system under study.

Detection of a Nonlinear Oscillator Underlying Experimental Time Series: The Sunspot Cycle

- Physics
- 2001

After a brief review of a nonlinearity test based on information theoretic functionals (redundancies) and surrogate data technique, we discuss problems of this and similar tests for nonlinearity. In…

## References

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Direct test for determinism in a time series.

- PhysicsPhysical review letters
- 1992

A direct test for deterministic dynamics can be established by measurement of average directional vectors in a coarse-grained d-dimensional embedding of a time series, and examples are given to show the clear differences between deterministic and stochastic dynamics.

Nonlinear forecasting as a way of distinguishing chaos from measurement error in time series

- Environmental Science, PhysicsNature
- 1990

An approach is presented for making short-term predictions about the trajectories of chaotic dynamical systems. The method is applied to data on measles, chickenpox, and marine phytoplankton…

Information and entropy in strange attractors

- PhysicsIEEE Trans. Inf. Theory
- 1989

A technique for analyzing time-series data from experiments is presented that provides estimates of four basic characteristics of a system: (1) the measure-theoretic entropy; (2) the accuracy of the…

Characterization of Strange Attractors

- Mathematics
- 1983

A new measure of strange attractors is introduced which offers a practical algorithm to determine their character from the time series of a single observable. The relation of this new measure to…

Deterministic nonperiodic flow

- Mathematics
- 1963

Finite systems of deterministic ordinary nonlinear differential equations may be designed to represent forced dissipative hydrodynamic flow. Solutions of these equations can be identified with…