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Nonlinear time sequence analysis. (English) Zbl 0874.58029

Summary: 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.

MSC:

37A99 Ergodic theory
37N99 Applications of dynamical systems
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