Analysing perturbations and nonstationarity in data series using techniques motiviated by the theory of chaotic nonlinear dynamical systems

Abstract

Large data series with more than several million multivariate observations, representing tens of megabytes or even gigabytes of data, are difficult or impossible to analyze with traditional software. The shear amount of data quickly overwhelms both the available computing resources and the ability of the investigator to confidently identify meaningful patterns and trends which may be present. The purpose of this research is to give meaningful definition to `large data set analysis` and to describe and illustrate a technique for identifying unusual events in large data series. The technique presented here is based on the theory of nonlinear dynamical systems.