rossler.state {funfits}R Documentation

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.


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