REVIEW
Time series analysis, or the quest for quantitative measures of time dependent behavior
Alfonso M. Albano¹*, Peter D. Brodfuehrer¹, Christopher J. Cellucci², Xenia T. Tigno³, and Paul E. Rapp^2
1Bryn Mawr College, Bryn Mawr, Pennsylvania, USA
²Uniformed Services University, Bethesda, Maryland, USA
³University of South Florida, Tampa, Florida, USA

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ABSTRACT
We review some of the tools used to analyze time series—sequences of measurements of one or more variables pertaining to the same system. The tools include time-resolved statistics and spectra; autocorrelations, mutual information and transfer entropy; complexity, predictability and hypothesis testing. We illustrate the use of these tools by analyzing extracellular recordings from the leech, vasomotion data from monkeys, and human electroencephalograms.


*To whom the correspondence should be addressed. E-mail:aalbano@brynmawr.edu
Received October 21, 2008; Accepted November 1, 2008.
Editor-in-charge: Amador C. Muriel