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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Credits

Author: Andrea Nóvoa

GitHub Statistics

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License expression

MIT
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Requires

Python >=3.10

Provides Extra

dev

Tags

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

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