TSTOOL Home Page
What is TSTOOL?
TSTOOL is a software package for nonlinear time series
analysis. It is implemented mainly in MATLAB, with some
time-critical parts written in C/C++ (as MEX-functions).
What's new ?
February 2009: The new TSTOOL version 1.2 is now available!
This is mainly a maintenance release to make TSTOOL work
better with newer MATLAB versions.
Important compatibility changes:
- Easier installation and integration into the MATLAB start menu.
- Updated manual, especially regarding installation and compilation of MEX-files.
- Updated C++ MEX-files to work better with current C++ compilers (gcc, MS Visual C++, Sun Studio/Forte).
- Better automated compilation of MEX-files.
- New pre-compiled MEX-files for GNU/Linux, Mac, Solaris and Windows XP (including 64bit for Windows and GNU/Linux).
- TSTOOL now requires MATLAB version 6.5 or newer. (However, you can still download older TSTOOL versions for MATLAB versions 5.3 to 6.0.)
- The pre-compiled MEX files that ship with TSTOOL will need MATLAB version 7.4 or newer. Users of older MALTAB versions must compile those files themselves.
- For running the pre-compiled MEX-files on Windows, you'll need
the VC++ 2008 run-time libraries. Download
(64bit) and see the documentation for details.
For what can I use TSTOOL?
TSTOOL can be used for computing :
- Time-delay reconstruction
- Lyapunov exponent(s)
- Fractal dimensions
- Mutual information
- Surrogate data tests
- Nearest neighbor statistics
- Return times
- Poincare sections
- Nonlinear prediction
Please choose the package for your operating system. These packages
differ only in their pre-compiled MEX-files; the MATLAB .m files are
system-independent. There's also a "source-only" package without
pre-compiled mex-files for those who want to compile themselves (note
that all packages contain the full source, so there's no need to
download the source-only package in addition to one of the other
- TSTOOL is based on MATLAB, so it will in principal run on any platform for
which MATLAB is available.
- You will need MATLAB version 6.5 or newer (older TSTOOL version for MATLAB 5.2 to 6.0 is available)
- Some parts of TSTOOL are coded in C++ as so
called MEX-files; we provide different packages which
contain pre-compiled MEX-files for the most popular operating
systems, namely GNU/Linux (32 and 64 bit), Windows XP (32 and 64 bit, VC++
run-time libraries required), Mac OS X and Solaris.
- These pre-compiled MEX-files were compiled with MATLAB 7.5, and should work with MATLAB versions 7.4 to 7.7
(which is currently the latest version; newer versions may or may not work).
- If the pre-compiled MEX-files
don't work on your system, you can compile them yourself, which
requires an installed C++ compiler. We confirmed that the following compilers work:
Please see the documentation for further details on compiling the TSTOOL MEX-files.
- gcc version 3.4 or newer (available for most UNIX systems, including GNU/Linux, Solaris and Mac OS X)
- Windows XP: Microsoft Visual C++ 2008 Professional/Express, gcc (e.g. through MinGW; not officially supported by MATLAB).
- Sun Forte C++ compiler V7 or newer (available for Solaris and GNU/Linux)
Old TSTOOL version (v1.1) for MATLAB v5.3 to v6.0:
Please visit our old installation page which
contains download links for the previous TSTOOL version. Please note that
the mex files in those packages will not work for older MATLAB versions, so
you will have to compile them yourself.
Send an E-Mail
If you have compiled the MEX-files for a platform that is not supported in
this distribution, please send me those so that I can make them available for
TSTOOL now falls under the Gnu Public License (GPL).
The authors acknowledge financial support by the
German Ministry for Science and Education (BMBF)
and thank the members of the Nonlinear Dynamics group at the Drittes Physikalisches Institut
for stimulating discussions and support.
Copyright © 1997-2009 DPI Göttingen