TISEAN is a software package for the analysis of time series

Time series

In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at uniform time intervals. Examples of time series are the daily closing value of the Dow Jones index or the annual flow volume of the...

 with methods based on the theory of nonlinear dynamical systems. It was developed by Rainer Hegger, Holger Kantz and Thomas Schreiber and is distributed under the GPL licence. Two highly cited scientific publications serve as an introduction to the methods addressed in the package: an article and a book.