programs
H. Kantz and T. Schreiber
Nonlinear time series analysis
Cambridge University Press (1997)
For the convenience of the readers of our book (if any), the programs listed there can also be downloaded from this server, either as FORTRAN or as C subroutines. None of the programs you will find below will be of any use to you without carefully studying the descriptions and discussions in the book. As with any scientific publication, you are welcome to use this material at your own risk. There is no warranty of any kind whatsoever connected to the programs and algorithms.
| Section | Content | FORTRAN | C |
| - | General definitions | - | header.c |
| B.1 | Simple prediction | fclazy.f | fclazy.c |
| B.2 | Utilities for box-assisted neighbour search | base.f, neigh.f | base.c, neigh.c |
| B.3 | Simple noise reduction | nrlazy.f | nrlazy.c |
| B.4 | Maximal Lyapunov exponent | lyap.f | lyap.c |
| B.5 | Correlation sum | correl.f | correl.c |
| B.6 | Space time separation plot | stplot.f | stplot.c |
| B.7 | Noise reduction with local projections | clean.f | clean.c |
| B.8 | Information dimension, fixed mass algorithm | d1.f | d1.c |
| B | All of the above in one file | all.f | all.c |
There is also a downloadable FORTRAN program described in
T. Schreiber, Extremely Simple Nonlinear Noise Reduction Method, Phys. Rev. E 47, 2401 (1993)
In case of problems with this page, contact schreibe[at]theorie.physik.uni-wuppertal(dot)de, it was last modified 18 August 1997