Nonlinear and Chaotic Time Series Analysis

Abstract

This study introduces the techniques used in the analysis of nonlinear and deterministic time series. Since chaotic time series are nonlinear and deterministic, the techniques introduced here can be successfully applied to the analysis of chaotic time series. Chaotic time series differ from stochastic time series. Therefore, the analysis of both types of time series shows differences. In this work, for analyzing nonlinear deterministic time series, we present how the phase space is reconstructed, how chaos is detected, how noise is cleaned from the data and how the deterministic time series are estimated.