these are some of the programs that are of general use in nonlinear time series analysis:.
ami.m -- estimates average mutual information for time series (usually used to estimate delay time for delay coordinate embedding), which also needs these: cond_prob.m and joint_prob.m -- conditional and joint probabilities for two scalar variables.
fnns.m -- false nearest neighbors search for estimating smallest sufficient embedding dimension for delay coordinate embedding (which also needs kd_partition.m and kd_search.m).
reconst_ps.m -- reconstructs the phase space using delay coordinate embedding after appropriate delay time and embedding dimension are determined.
apwd.m -- calculates the curves for estimating the average pointwise dimension of the data (needs kd_partition.m and kd_search.m).
PHASE SPACE WARPING
these are programs for calculating PSW-based metrics and feature vectors:
pswtm.m -- phase space warping tracking metric estimation.
psw_cont.m -- phase space warping feature vector estimation.
protocol.m -- sample protocol, just for an example.
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