Practical implementation of nonlinear time series methods: The TISEAN package

We describe the implementation of methods of nonlinear time series analysis which are based on the paradigm of deterministic chaos. A variety of algor ithms for data representation, prediction, noise reduction, dimension and L yapunov estimation, and nonlinearity testing are discussed with particular emphasis on issues of implementation and choice of parameters. Computer pro grams that implement the resulting strategies are publicly available as the TISEAN software package. The use of each algorithm will be illustrated wit h a typical application. As to the theoretical background, we will essentia lly give pointers to the literature. (C) 1999 American Institute of Physics . [S1054-1500(99)00802-2].