Theiler J
Santa Fe Institute, NM 87501.
Integr Physiol Behav Sci. 1994 Jul-Sep;29(3):211-6. doi: 10.1007/BF02691326.
Two computer programs are described for evaluating the evidence for chaos and nonlinearity in time series data. "bx" is an efficient algorithm for computing the correlation integral (from which correlation dimension can be estimated); and "surrogat" is a Fourier-transform-based algorithm for generating surrogate data consistent with a null hypothesis that the data arise as a result of a linear stochastic process.
描述了两个用于评估时间序列数据中混沌和非线性证据的计算机程序。“bx”是一种用于计算相关积分(可据此估计相关维数)的高效算法;“surrogat”是一种基于傅里叶变换的算法,用于生成与数据由线性随机过程产生的零假设一致的替代数据。