The TISEAN implementation

  Starting with the publication of source code for a few nonlinear time series algorithms by Kantz and Schreiber [4], a growing number of programs has been put together to provide researchers with a library of common tools. The TISEAN software package is freely available in source code form and an introduction to the contained methods has been published in Ref. [9]. More recent versions of the package () contain a comprehensive range of routines for the generation and testing of surrogate data. The general constrained randomisation scheme described in Sec. 5 is implemented as an extendable framework that allows for the addition of further cost functions with relatively little effort. With few exceptions, all the code used in the examples in this paper is publicly available as part of TISEAN 2.0.

 
• Measures of nonlinearity
• Iterative FFT surrogates
• Annealed surrogates