ABSTRACT
A time series is a list of successive data points measured from a system. The system can be physical, biological, economic, or of any other type. For complicated systems, such as a stock market, it is often the case that the equations that govern a system are unknown. Hence, one can think of the system as a “black box” that produces values (measurements). The goal of time series analysis (TISEAN) [7,17] is to use the measurements to obtain information about the data and their statistics in the hope of developing an understanding of what is going on inside the “black box.” In other words, TISEAN consists of a set of tools that, when applied to time series data, provides information about the data and the system itself.
