NoLiTSA (NonLinear Time Series Analysis) is a Python module implementing several standard algorithms used in nonlinear time series analysis.
- Estimation of embedding delay using autocorrelation, delayed mutual information, and reconstruction expansion.
- Embedding dimension estimation using false nearest neighbors and averaged false neighbors.
- Computation of correlation sum and correlation dimension from both scalar and vector time series.
- Estimation of the maximal Lyapunov exponent from both scalar and vector time series.
- Generation of FT, AAFT, and IAAFT surrogates from a scalar time series.
- Simple noise reduction scheme for filtering deterministic time series.
- Miscellaneous functions for end point correction, stationarity check, fast near neighbor search, etc.
NoLiTSA can be installed via
pip install git+https://github.com/manu-mannattil/nolitsa.git
NoLiTSA requires NumPy, SciPy, and Numba.
NoLiTSA’s unit tests can be executed by running pytest.
Versions of NoLiTSA were used in the following publications:
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M. Mannattil, H. Gupta, and S. Chakraborty, “Revisiting Evidence of Chaos in X-ray Light Curves: The Case of GRS 1915+105,” Astrophys. J. 833, 208 (2016).
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M. Mannattil, A. Pandey, M. K. Verma, and S. Chakraborty, “On the applicability of low-dimensional models for convective flow reversals at extreme Prandtl numbers,” Eur. Phys. J. B 90, 259 (2017).
Sagar Chakraborty is thanked for several critical discussions.
NoLiTSA is licensed under the 3-clause BSD license. See the file LICENSE for more details.