Practical implementation of nonlinear time series methods: The TISEAN package

Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena despite the fact that very few natural systems have actually been found to be low dimensional deterministic in the sense of the theory. In order to evaluate the long term usefulness of the nonlinear time series approach as inspired by chaos theory, it will be important that the corresponding methods become more widely accessible. This paper, while not a proper review on nonlinear time series analysis, tries to make a contribution to this process by describing the actual implementation of the algorithms, and their proper usage. Most of the methods require the choice of certain parameters for each specific time series application. We will try to give guidance in this respect. The scope and selection of topics in this article, as well as the implementational choices that have been made, correspond to the contents of the software package TISEAN which is publicly available from http://www.mpipks-dresden.mpg.de/~tisean . In fact, this paper can be seen as an extended manual for the TISEAN programs. It fills the gap between the technical documentation and the existing literature, providing the necessary entry points for a more thorough study of the theoretical background.Comment: 27 pages, 21 figures, downloadable software at http://www.mpipks-dresden.mpg.de/~tisea

Analysis of Vocal Disorders in a Feature Space

This paper provides a way to classify vocal disorders for clinical applications. This goal is achieved by means of geometric signal separation in a feature space. Typical quantities from chaos theory (like entropy, correlation dimension and first lyapunov exponent) and some conventional ones (like autocorrelation and spectral factor) are analysed and evaluated, in order to provide entries for the feature vectors. A way of quantifying the amount of disorder is proposed by means of an healthy index that measures the distance of a voice sample from the centre of mass of both healthy and sick clusters in the feature space. A successful application of the geometrical signal separation is reported, concerning distinction between normal and disordered phonation.Comment: 12 pages, 3 figures, accepted for publication in Medical Engineering & Physic

Identifying and modelling delay feedback systems

Systems with delayed feedback can possess chaotic attractors with extremely high dimension, even if only a few physical degrees of freedom are involved. We propose a state space reconstruction from time series data of a scalar observable, coming along with a novel method to identify and model such systems, if a single variable is fed back. Making use of special properties of the feedback structure, we can understand the structure of the system by constructing equivalent equations of motion in spaces with dimensions which can be much smaller than the dimension of the chaotic attractor. We verify our method using both numerical and experimental data

Local estimates for entropy densities in coupled map lattices

We present a method to derive an upper bound for the entropy density of coupled map lattices with local interactions from local observations. To do this, we use an embedding technique being a combination of time delay and spatial embedding. This embedding allows us to identify the local character of the equations of motion. Based on this method we present an approximate estimate of the entropy density by the correlation integral.Comment: 4 pages, 5 figures include

Simulations of θ\theta-Polymers in 2 Dimensions

Using a new recursive sampling algorithm, we present simulation results for single 2D chain polymers near and below the $\theta$-point. They involve much longer chains than previous simulations (high statistics for chain lengths up to 2048, a few chains having even 40,000 monomers). Good agreement is found with the exponents derived by Duplantier and Saleur, in contrast to previous Monte Carlo simulations. No indication is found for a two-step collapse, as suggested recently by Orlandini et al., or for an alternative set of critical indices derived by Warnaar et al. Instead, we find evidence for a surface term in the free energy, as proposed by Owczarek et al