DETECTING NONLINEARITIES IN STATIONARY TIME SERIES

被引：51

作者：

Takens, Floris ^{[1
]}

机构：

[1] Univ Groningen, Dept Math, POB 800, NL-9700 AV Groningen, Netherlands

来源：

INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS | 1993年 / 3卷 / 02期

关键词：

D O I：

10.1142/S0218127493000192

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this review we survey methods for detecting nonlinearities in stationary time series. These methods are based on the estimation of so-called correlation integrals. These correlation integrals provide a way of analyzing time series and reveal aspects which are often complementary to the information one obtains from power spectra and autocorrelations. So we also focus our attention on the meaning and the estimation of the correlation integrals.

引用

页码：241 / 256

页数：16

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