Last updated

TISEAN (acronym for Time Series Analysis) is a software package for the analysis of time series with methods based on the theory of nonlinear dynamical systems. It was developed by Rainer Hegger, Holger Kantz and Thomas Schreiber and is distributed under the GPL licence. Two highly cited scientific publications serve as an introduction to the methods addressed in the package: the article "Practical implementation of nonlinear time series methods: The TISEAN package" [1] and the book "Nonlinear time series analysis". [2]

Related Research Articles

Chaos theory Field of mathematics

Chaos theory is an interdisciplinary scientific theory and branch of mathematics focused on underlying patterns and deterministic laws, of dynamical systems, that are highly sensitive to initial conditions, that were once thought to have completely random states of disorder and irregularities. Chaos theory states that within the apparent randomness of chaotic complex systems, there are underlying patterns, interconnectedness, constant feedback loops, repetition, self-similarity, fractals, and self-organization. The butterfly effect, an underlying principle of chaos, describes how a small change in one state of a deterministic nonlinear system can result in large differences in a later state. A metaphor for this behavior is that a butterfly flapping its wings in Brazil can cause a tornado in Texas.

Digital signal processing (DSP) is the use of digital processing, such as by computers or more specialized digital signal processors, to perform a wide variety of signal processing operations. The digital signals processed in this manner are a sequence of numbers that represent samples of a continuous variable in a domain such as time, space, or frequency. In digital electronics, a digital signal is represented as a pulse train, which is typically generated by the switching of a transistor.

Signal processing Analysing, modifying and creating signals

Signal processing is an electrical engineering subfield that focuses on analysing, modifying, and synthesizing signals such as sound, images, and scientific measurements. Signal processing techniques can be used to improve transmission, storage efficiency and subjective quality and to also emphasize or detect components of interest in a measured signal.

In mathematics and science, a nonlinear system is a system in which the change of the output is not proportional to the change of the input. Nonlinear problems are of interest to engineers, biologists, physicists, mathematicians, and many other scientists because most systems are inherently nonlinear in nature. Nonlinear dynamical systems, describing changes in variables over time, may appear chaotic, unpredictable, or counterintuitive, contrasting with much simpler linear systems.

Lyapunov exponent The rate of separation of infinitesimally close trajectories

In mathematics, the Lyapunov exponent or Lyapunov characteristic exponent of a dynamical system is a quantity that characterizes the rate of separation of infinitesimally close trajectories. Quantitatively, two trajectories in phase space with initial separation vector diverge at a rate given by

Attractor Concept in dynamical systems

In the mathematical field of dynamical systems, an attractor is a set of states toward which a system tends to evolve, for a wide variety of starting conditions of the system. System values that get close enough to the attractor values remain close even if slightly disturbed.

Dynamic time warping An algorithm for measuring similarity between two temporal sequences, which may vary in speed

In time series analysis, dynamic time warping (DTW) is an algorithm for measuring similarity between two temporal sequences, which may vary in speed. For instance, similarities in walking could be detected using DTW, even if one person was walking faster than the other, or if there were accelerations and decelerations during the course of an observation. DTW has been applied to temporal sequences of video, audio, and graphics data — indeed, any data that can be turned into a linear sequence can be analyzed with DTW. A well-known application has been automatic speech recognition, to cope with different speaking speeds. Other applications include speaker recognition and online signature recognition. It can also be used in partial shape matching applications.

Time series Sequence of data points over time

In mathematics, a time series is a series of data points indexed in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. Examples of time series are heights of ocean tides, counts of sunspots, and the daily closing value of the Dow Jones Industrial Average.

In the statistical analysis of time series, autoregressive–moving-average (ARMA) models provide a parsimonious description of a (weakly) stationary stochastic process in terms of two polynomials, one for the autoregression (AR) and the second for the moving average (MA). The general ARMA model was described in the 1951 thesis of Peter Whittle, Hypothesis testing in time series analysis, and it was popularized in the 1970 book by George E. P. Box and Gwilym Jenkins.

J. Doyne Farmer American physicist and entrepreneur (b.1952)

J. Doyne Farmer is an American complex systems scientist and entrepreneur with interests in chaos theory, complexity and econophysics. He is Baillie Gifford Professor of Mathematics at Oxford University, where he is also Director of the Complexity Economics at the Institute for New Economic Thinking at the Oxford Martin School. Additionally he is an external professor at the Santa Fe Institute. His current research is on complexity economics, focusing on systemic risk in financial markets and technological progress. During his career he has made important contributions to complex systems, chaos, artificial life, theoretical biology, time series forecasting and econophysics. He co-founded Prediction Company, one of the first companies to do fully automated quantitative trading. While a graduate student he led a group that called itself Eudaemonic Enterprises and built the first wearable digital computer, which was used to beat the game of roulette.

Weka (machine learning)

Waikato Environment for Knowledge Analysis (Weka), developed at the University of Waikato, New Zealand, is free software licensed under the GNU General Public License, and the companion software to the book "Data Mining: Practical Machine Learning Tools and Techniques".

Lorenz system System of ordinary differential equations with chaotic solutions

The Lorenz system is a system of ordinary differential equations first studied by mathematician and meteorologist Edward Lorenz. It is notable for having chaotic solutions for certain parameter values and initial conditions. In particular, the Lorenz attractor is a set of chaotic solutions of the Lorenz system. In popular media the "butterfly effect" stems from the real-world implications of the Lorenz attractor, namely that in a chaotic physical system, in the absence of perfect knowledge of the initial conditions, our ability to predict its future course will always fail. This underscores that physical systems can be completely deterministic and yet still be inherently unpredictable. The shape of the Lorenz attractor itself, when plotted in phase space, may also be seen to resemble a butterfly.

Homotopy analysis method

The homotopy analysis method (HAM) is a semi-analytical technique to solve nonlinear ordinary/partial differential equations. The homotopy analysis method employs the concept of the homotopy from topology to generate a convergent series solution for nonlinear systems. This is enabled by utilizing a homotopy-Maclaurin series to deal with the nonlinearities in the system.

Stellar pulsation

Stellar pulsations are caused by expansions and contractions in the outer layers as a star seeks to maintain equilibrium. These fluctuations in stellar radius cause corresponding changes in the luminosity of the star. Astronomers are able to deduce this mechanism by measuring the spectrum and observing the Doppler effect. Many intrinsic variable stars that pulsate with large amplitudes, such as the classical Cepheids, RR Lyrae stars and large-amplitude Delta Scuti stars show regular light curves.

Max Planck Institute for the Physics of Complex Systems Research institute in Germany

The Max Planck Institute for the Physics of Complex systems is one of the 80 institutes of the Max-Planck-Gesellschaft, located in Dresden, Germany.

Guanrong Chen (陈关荣) or Ron Chen is a Chinese mathematician who made contributions to Chaos theory. He has been the chair professor and the founding director of the Centre for Chaos and Complex Networks at the City University of Hong Kong since 2000. Prior to that, he was a tenured full professor at the University of Houston, Texas. Chen was elected Member of the Academy of Europe in 2014, elected Fellow of The World Academy of Sciences in 2015, and elected IEEE Fellow in 1997. He is currently the editor-in-chief for the International Journal of Bifurcation and Chaos.

Surrogate data testing is a statistical proof by contradiction technique and similar to permutation tests and as a resampling technique related to parametric bootstrapping. It is used to detect non-linearity in a time series. The technique basically involves specifying a null hypothesis describing a linear process and then generating several surrogate data sets according to using Monte Carlo methods. A discriminating statistic is then calculated for the original time series and all the surrogate set. If the value of the statistic is significantly different for the original series than for the surrogate set, the null hypothesis is rejected and non-linearity assumed.

Flood risk management

Flood risk management (FRM) aims to reduce the human and socio-economic losses caused by flooding and is part of the larger field of risk management. Flood risk management analyzes the relationships between physical systems and socio-economic environments through flood risk assessment and tries to create understanding and action about the risks posed by flooding. The relationships cover a wide range of topics, from drivers and natural processes, to models and socio-economic consequences.

In mathematics and mathematical biology, the Mackey–Glass equations, named after Michael Mackey and Leon Glass, refer to a family of delay differential equations whose behaviour manages to mimic both healthy and pathological behaviour in certain biological contexts, controlled by the equation's parameters. Originally, they were used to model the variation in the relative quantity of mature cells in the blood. The equations are defined as:


  1. Rainer Hegger; Holger Kantz & Thomas Schreiber (1999). "Practical implementation of nonlinear time series methods: The TISEAN package". Chaos. 9 (2): 413–435. arXiv: chao-dyn/9810005 . Bibcode:1999Chaos...9..413H. doi:10.1063/1.166424. PMID   12779839. S2CID   11654906.
  2. Kantz and Schreiber (2004). Nonlinear time series analysis. Cambridge University Press. ISBN   0-521-52902-6.