y 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

Sample data sets (periodic, chaotic, and random), extended help, and references are provided
Installation:
To install Visual Recurrence Analysis version 4.2 for Windows 95, 98, and NT on your PC, ~eugenek/locations.html"download vra4v2.zip file (2.33Mb, about 10 minutes to download with 56.6Kbs modem), unzip it to a temporary folder on your hard drive, and run setup.exe program from there. VRA v4.2 remains free provided that it is used for educational/academic/research purposes.
DESCRIPTION
Visual Recurrence Analysis (VRA) version 4.2 for Windows 95, 98, 2000,
and NT 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
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 in
time.
- Recurrence plots animation: see the dynamical system trajectories
stretch and unfold in real time.
- Average Mutual Information, False Nearest Neighbors, 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.
- Importing time series stored in different file formats, including
ASCII text, MS Excel, and sound (WAVE) formats.
- Sample data files, extended help, and references are provided.
INSTALLING VISUAL RECURRENCE ANALYSIS v4.2
Before you install Visual Recurrence Analysis v4.2, remove the previous
version of VRA (if any) from your computer. See the next paragraph for
the removal instructions. To install VRA v4.2 on your computer, download
file vra4v2.zip from http://pweb.netcom.com/~eugenek/download.html
and unzip it into a temporary folder. Then run setup.exe from there and
follow the on-screen instructions.
UNINSTALLING VISUAL RECURRENCE ANALYSIS SOFTWARE
To uninstall Visual Recurrence Analysis v4.2 or any previous versions,
go to Start|Settings|ControlPanel and double-click the "Add/Remove
Programs" icon. Highlight "Visual Recurrence Analysis" from the list of
installed programs and click "Add/Remove" button. Follow the on-screen
instructions.
NEW FEATURES
Please refer to the program help facility to see the history of all
changes and additions made to Visual Recurrence Analysis v4.2 and to the
earlier versions. You may also access Visual Recurrence Analysis Home
Page at http://pw1.netcom.com/~eugenek.
REGISTRATION AND LICENSING
Version 4.2 of Visual Recurrence Analysis Software is still free
for downloading, use, and distribution provided that you use it for
educational or academic research purposes. IF YOU USE THIS SOFTWARE
for COMMERCIAL PURPOSES AND/OR DERIVE ANY PROFIT FROM ITS USE, you
must register your copy of Visual Recurrence Analysis. The registration
fee is US $199. Please refer to the License Agreement file in your VRA
folder for details.
AUTHOR CONTACT INFORMATION
I welcome any questions and suggestions you may have regarding VRA
software and its use. I can be reached by email at eugenek@ix.netcom.com
or by a regular mail: Eugene Kononov, 33 Harbey Rd., W.Springfield,
MA 01089, USA