A framework for analyzing nonlinear data streams (and nonlinear time series).
Based on the package:
Load the package and create a data stream based on a transient Logistic Map:
, in which .
library("streamChaos")
dsd <- NLDSD_TransientLogisticMap(N=12000)
Process such stream using the Permutation Entropy algorithm with a sliding window of 800 observations, sliding 10 observations by iteration.
pe <- DSCDD_PermutationEntropy(m=5, d=1, window.length=800)
ret <- processStream(dsd, pe, window.step=10)
Plot the results.
plot(ret$ds[,1], pch='.')
par(new=T, xaxt='n', yaxt='n')
ts.plot(ret$measures, col=2, xlab='', ylab='')
Algorithms: Permutation Entropy Recurrence Quantification Analysis Multidimensional Fourier Transform Permutation-Invariant
Data streams: Transient Logistic Map Transient Lorenz Attractor
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