Searching for determinism in observed data: a review of the issues involved

In this paper we present a review of advances made and problems still existing in the application of the theory of chaos and dynamical systems to time series. In particular we discuss issues pertaining the estimation of dimensions, Lyapunov exponents and nonlinear prediction from an observable. We a...

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Bibliographic Details
Main Authors: A. A. Tsonis, G. N. Triantafyllou, J. B. Elsner
Format: Article
Language:English
Published: Copernicus Publications 1994-01-01
Series:Nonlinear Processes in Geophysics
Online Access:http://www.nonlin-processes-geophys.net/1/12/1994/npg-1-12-1994.pdf
Description
Summary:In this paper we present a review of advances made and problems still existing in the application of the theory of chaos and dynamical systems to time series. In particular we discuss issues pertaining the estimation of dimensions, Lyapunov exponents and nonlinear prediction from an observable. We analyze the problems and discuss proper ways to deal with them.
ISSN:1023-5809
1607-7946