NoLiTiA is a free open-source Matlab toolbox for nonlinear time series analysis. It offers methods from three distinct fields of complexity theory: 1) dynamical systems theory, 2) recurrence qunatification analysis and 3) information theory.
It is designed with the intention in mind to offer a large array of methods, while being easy and intuitive to use. For this purpose the toolbox offers three distinct pathways to analyze data: 1) a graphical user interface (GUI), 2) a batch editor, and 3) custom-made scripts.
The three approaches offer different levels of flexibility and ease of use, with the batch-editor being the best compromise between GUI and scripting.
Dynamical systems theory is a field of mathematics dealing with the temporal evolution of sytems in phase-space. It is closely related to complexity theory and chaos theory and is often concerned with describing dynamical, i.e. temporal invariants.
Recurrence quantification analysis is a relatively new field, originally derived from dynamical systems theory. By qunatifying neighbourhood relationships in phase-space one can make general statements concerning dynamical properties of the undelying system e.g. including predictability, periodicity, stationarity, or ergodicity.
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