The first application of the ACE algorithm of Breiman and Friedman (1985) in nonlinear dynamics.

This programme performs a calculation of optimal transformations from a data set.

The algorithm has been invented by Breiman and Friedman (1985) and the program follows it closely, besides two differences:

The output is not normalized with respect to the mean values of the optimal transformations, so the mean values may not necessarily be zero.
The data are rank ordered before the calculation of the optimal transformations. This leads to a simpler computation of conditional expectation values.

The algorithm (but not the particular subroutine of estimating the conditional expectation values) is also described in Voss and Kurths (1997), Voss et al. (1999), Voss and Kurths (1999).

A comfortable clone of this programme can be found in the CRP toolbox.