Abstract
Nonlinear time series analysis offers an approach to the understanding of complex systems on the basis of observed data, if the dynamics is effectively lowdimensional deterministic. Since only a small subset out of all interesting signals with irregular time dependence falls into this class, extensions of the methods towards deterministic systems coupled to random noises and towards systems with more than a few active degrees of freedom are required.
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© 1996 Springer-Verlag
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Kantz, H. (1996). Nonlinear time series analysis — Potentials and limitations. In: Parisi, J., Müller, S.C., Zimmermann, W. (eds) Nonlinear Physics of Complex Systems. Lecture Notes in Physics, vol 476. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0105440
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DOI: https://doi.org/10.1007/BFb0105440
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