software . 2019

Nonlinear measures for dynamical systems

Schölzel, Christopher;
Open Source English
  • Published: 16 Jun 2019
  • Publisher: Zenodo
Abstract
NOnLinear measures for Dynamical Systems (nolds) Nolds is a small numpy-based library that provides an implementation and a learning resource for nonlinear measures for dynamical systems based on one-dimensional time series. Currently the following measures are implemented: sample entropy (sampen) Measures the complexity of a time-series, based on approximate entropy correlation dimension (corr_dim) A measure of the fractal dimension of a time series which is also related to complexity. Lyapunov exponent (lyap_r, lyap_e) Positive Lyapunov exponents indicate chaos and unpredictability. Nolds provides the algorithm of Rosenstein et al. (lyap_r) to estimate the lar...
Subjects
free text keywords: dynamical systems, entropy, chaos, fractal dimension, lyapunov exponent, hurst exponent, detrended fluctuation analysis, sample entropy, correlation dimension, python
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