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Nonlinear Analysis Software Release

Nonlinear Analysis Software Release  
Eugene Kononov
From:Eugene Kononov
Subject:Nonlinear Analysis Software Release
Date:19 Nov 2004 20:12:24 -0800
This is to announce that version 4.7 of Visual Recurrence Analysis
has been released.

Visual Recurrence Analysis (VRA) for Windows 95/98/ME/2000/NT/XP
is a software package for topological analysis, qualitative and
quantitative assessment, and nonparametric prediction of nonlinear
and chaotic time series.

Main features:

- Pattern and determinism recognition in the time series using the
recurrence plot, which is essentially a graphical representation
of the correlation integral in such a way so that the temporal
dependence in the system under study is preserved.

- Dynamic recurrence quantification analysis (RQA) for recurrence
plots classification and characterization: analyze stationarity,
periodicity, determinism, and complexity of the dynamical system
as it evolves over time.

- Recurrence plots animation: see the dynamical system trajectories
recovered from the time series stretch and unfold in real time.

- Average Mutual Information, Correlation Dimension, False Nearest
Neighbors, Recurrence Histogram and spatio-temporal entropy methods
to determine the optimal values of embedding dimension and time
delay for delayed coordinate embedding.

- Nonparametric modeling for nonlinear time series prediction.
A wide variety of models and options is available, including nearest
neighbor, locally constant, locally linear, locally weighted linear,
kernel regression, and radial basis functions models.

- Nonparametric noise reduction

- State space graph

- Importing time series stored in different file formats, including
ASCII text, MS Excel, and sound (WAVE) formats.

- Sample data sets (periodic, chaotic, and random), comprehensive
context-sensitive help, and references are included.


New in version 4.7:

- Revisions and additions to Recurrence Quantification Analysis
(added laminarity and trapping time, improved layout and charts)
- Fix for log/sqrt computational errors in RQA
- Improved layout for the prediction module
- Trailing training interval window in prediction module
- Fix for the "Scrollbar out of range" errors in prediction module


VRA version 4.7 remains free provided that it is used for educational
or academic research purposes. VRA v4.7 can be downloaded from
http://home.netcom.com/~eugenek/download.html

Thank you very much for your interest,
Eugene Kononov.
   

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