Course Information

Course Name	Turkish	Lineer Olmayan Zaman Serileri Analizi
	English	Nonlinear Time Series Analysis
Course Code	MTO 604E	Credit	Lecture (hour/week)	Recitation (hour/week)	Laboratory (hour/week)
Semester	2	3	3	-	-
Course Language		English
Course Coordinator		Kasım Koçak
Course Objectives		The main purpose of this course is to reconstruct the phase space by using a time series in order to estimate the underlying dynamics that produces the time series in question.
Course Description		Dynamical systems and chaos. Characterization of dynamical systems: Autocorrelation function, Mutual information function, power spectrum, Lyapunov exponents, Poincaré section, fractal dimensions. Dimension algorithms. Determinism in time series: Reconstruction of phase space, choosing delay time, determination of embedding and attractor dimensions. Noise reduction in phase space. Prediction of chaotic time series. Reconstruction of differential equations from time series.
Course Outcomes
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