Nonlinear Dynamics Time-Series Software

<H1> Matlab Software for Nonlinear Time-Series Analysis </H1> <b> Danny Kaplan </b><br> <i> Dept. of Mathematics </i><br> <i> Macalester College </i><br> <i> 1600 Grand Ave. </i><br> <i> St. Paul, MN 55105 </i><br> <A HREF="mailto:kaplan@macalester.edu>kaplan@macalester.edu</A> <P> This site provides access to a small collection of software implementing several techniques of nonlinear dynamics time series analysis. In addition to providing the software, which is written in the Matlab language, I give some examples of its use.</P> <P> Most of the software was initially written for the <A HREF="http://www.cnd.mcgill.ca/Montreal97">Montreal Summer School</A> on Nonlinear Dynamics in Biology and Medicine, where it is used in the time-series labs. However, I have had requests for the software from researchers in diverse fields.</P> <P> The software is a complete package for nonlinear-dynamics time series analysis. By "complete" I mean simply that the only additional things you need to use the software are 1) some data and 2) matlab. The techniques included emphasize nonlinear prediction and surrogate data, as well as my own delta-epsilon technique. Many important techniques are not represented, for instance algorithms for estimating lyapunov exponents. This selection reflects my own research interests and pedagogical style, and is in no way a comment on those missing methods.</P>