NONLINEAR TIME SEQUENCE ANALYSIS
Peter Grassberger, Thomas Schreiber, Carsten Schaffrath · International Journal of Bifurcation and Chaos · 1991
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.