Foundations of Nonlinear Time Series Analysis
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Nonlinear Time Series Analysis is a versatile field that has yet to realize its complete potential. NTSA has been extensively used in Finance and Medicine, but not as much in the natural sciences, such as climate sciences. This paper attempts to answer the question “What is nonlinear time series analysis and how is it used in modeling climate variability and other such phenomena?” We begin with the foundations of NTSA and introduce some common techniques. Then, we highlight prominent applications of NTSA in current climate modeling such as the El Niño Southern Oscillation and Ozone layer depletion. We also discuss the predictive capabilities and shortcomings of various models. Finally, this paper offers the reader an introduction to seminal works, ongoing research, and problems to further explore. A reader can expect to gain familiarity with important concepts in the field and understand their potential applications in problems around the world.