NONLINEAR TIME SEQUENCE ANALYSIS

被引：448

作者：

Grassberger, Peter ^{[1
]}

Schreiber, Thomas ^{[1
,2
]}

Schaffrath, Carsten ^{[1
]}

机构：

[1] Univ Wuppertal, Dept Phys, 1 Gauss Str, D-5600 Wuppertal, Germany

[2] Niels Bohr Inst, Blegdamsvej 17, DK-2100 Copenhagen, Denmark

来源：

INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS | 1991年 / 1卷 / 03期

关键词：

D O I：

10.1142/S0218127491000403

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We review several aspects of the analysis of time sequences, and concentrate on recent methods using concepts from the theory of nonlinear dynamical systems. In particular, we discuss problems in estimating attractor dimensions, entropies, and Lyapunov exponents, in reducing noise and in forecasting. For completeness and since we want to stress connections to more traditional (mostly spectrum-based) methods, we also give a short review of spectral methods.

引用

页码：521 / 547

页数：27

共 162 条

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