Nonlinear Time-Series Analysis

This tutorial review presents an overview of the achievements and some present research activities in the field of state space based methods for nonlinear time-series analysis. In particular, questions of state space reconstruction, of modelling and prediction, of filtering and noise reduction, of detecting non-linearities in time series, and applications using chaotic synchronization are addressed. Furthermore, a new approach for modeling data from spatio-temporal systems is presented.

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