Eric Weeks - personal pages - research - time series analysis My Adventures in Chaotic Time Series Analysis

weeks@physics.emory.edu

A0. Links and related information (you are here)

For an explanation of what these pages are all about, select topic 1 above.

Books

• I strongly recommend the book "Analysis of Observed Chaotic Data", by Henry D. I. Abarbanel.
• Numerical Recipes is another great book; you should buy it. If you'd rather not buy it, you can download portions of it from the web, follow the link. It has lots of information about Fourier Transforms, autocorrelation, etc.

Software

This is a list of all of the software which I used for time series analysis; these are all programs I have written which you may download.

• psdraw -- my graphing program
• rotate -- for 3D rotations
• autocor -- autocorrelation function
• minfo -- mutual information
• poincare -- poincare sections

Links to other web resources

• Fractint home page -- a public domain program that is excellent for fractals, and can produce the Lorenz and Rossler attractors. See here also.
• Matlab toolbox for time series analysis

Acknowledgements:

Thanks to Josko Poljak for prompting me to check the autocorrelation functions.

If you have any questions or comments, send me email; email address below.