International Journal of Bifurcation and Chaos · 1991 · 531 citations · 0 references
Natural SciencesMathematicsDynamical SystemsForecastingTime Series AnalysisChaos TheoryLyapunov ExponentsNonlinear DynamicsSpectral AnalysisSpectral MethodsTime Series ForecastingAttractor DynamicsLyapunov Exponent ComputationLyapunov Exponent EstimationNonlinear AnalysisNonlinear Dynamical SystemsNonlinear Time Series ForecastingNonlinear Time-series AnalysisTime Series Spectral Analysis
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.