ntsa — nonlinear time-series analysis for dynamical-system models

DOI PyPI

Characterizes the dynamical regime of a model from a single long trajectory:

  • Lyapunov exponents
  • Delay embedding (optimal lag + false nearest neighbours)
  • Regime classification (fixed point / limit cycle period-k / frequency-locked / quasiperiodic / chaotic)
  • Yields a per-case diagnostic figure — one row of 8 panels. Example:

Figure 1: Dynamical systems diagnostics Time series | PSD | 3-D delay portrait | first-return map of local maxima | plane-crossing Poincaré section | recurrence plot | 3-D MDS | Lyapunov spectrum image

Documentation: andreanovoa.github.io/ntsa | Tutorial: tutorial_ntsa.ipynb

Key Reference: Kantz & Schreiber, Nonlinear Time Series Analysis (2004).

Install

pip install ntsa

Quickstart

from dynamodels.physical import Lorenz63
from ntsa import characterize as chz

chz.characterize([Lorenz63()], pdf_name='figs/l63.pdf')

python -m ntsa.characterize          # 4-case demo -> figs/ntsa_defaults.pdf (+ .png)

Works with any model implementing the model protocol — dynamodels is the reference implementation. Part of the same ecosystem as romda (real-time bias-aware data assimilation).

Citation

If you use this repository, please cite the software archive:

@software{novoa_ntsa,
  author = {Nóvoa},
  title = {ntsa: nonlinear time-series analysis for dynamical-system models},
  publisher = {Zenodo},
  doi = {10.5281/zenodo.21843575},
  url = {https://doi.org/10.5281/zenodo.21843575},
}

The routines in this package were developed from the codes published as supplementary material of Nóvoa & Magri (2022):

@article{novoa2022jfm,
  title = {Real-time thermoacoustic data assimilation},
  journal = {Journal of Fluid Mechanics},
  volume = {948},
  pages = {A35},
  year = {2022},
  doi = {10.1017/jfm.2022.653},
  url = {https://doi.org/10.1017/jfm.2022.653},
  eprint = {2106.06409},
  archivePrefix = {arXiv},
  author = {Nóvoa and Magri},
}

Development

pip install -e ".[dev]"
python -m pytest tests/
ruff check ntsa/ tests/

Releases: bump version in pyproject.toml, then git tag vX.Y.Z && git push --tags (publishes to PyPI); docs deploy to GitHub Pages on every push to main.

License

MIT

Project links

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  • Released:
Newer release available (0.3.0)

1 maintainer

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Avatar for anovoam from gravatar.com anovoam

Credits

Author: Andrea Nóvoa

GitHub Statistics

Data verified by PyPI on Aug 14, 2026
The GitHub source repository was provided by the project maintainers and verified by PyPI at the time of upload. Stars, forks, and open issues/PRs are derived from that repository and have not been independently verified.

License expression

MIT
View SPDX License List

Requires

Python >=3.10

Provides Extra

dev

Tags

nonlinear-time-series lyapunov-exponents chaos delay-embedding bifurcation

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