A multivariate time series of the form W_t=f(W_t-1) + e_t.
The Rossler system is a system of three first order nonlinear ODEs.
The system has been numerically integrated with a time step size of .1
and noise that is distributed normal with mean =0 and sigma=.1 is added
at every time step. The map f is highly nonlinear and has complicated
structure not easily fit by simple regression methods.
The time series is
created by
sampling every 5 time steps. The rossler object is a matrix with columns
the x,y and z values of the system at the sampling times.