Time series analysis, or the quest for quantitative measures of time dependent behavior
A. M. Albano, Peter D. Brodfuehrer, Christopher Celluci, Xenia T. Tigno, Paul E. Rapp · SciEnggJ · 2008
We review some of the tools used to analyze time series —sequences of measurements of one or more variables pertaining to the same system. The tools include timeresolved statistics and spectra; autocorrelations, mutual information and transfer entropy; complexity, predictability and hypothesis testing. We illustrate the use of these tools by analyzing extracellular recordings from the leech, vasomotion data from monkeys, and human electroencephalograms.