ENGLISH

Nonlinear time series analysis methods and applications

By Diks , Cees

Book information

Publisher
World Scientific Pub. Co
Year
1999
ISBN
9810235054, 9789810235055, 9789812779274, 9812779272
Language
english
Format
PDF
Filesize
26 MB (26876759 bytes)
Series
Nonlinear time series and chaos vol. 4
Pages
1 (vii, 209 Seiten) Illustrationen\222
Time added
2020-07-26 19:24:52
Nonlinear theories;Time-series analysis;Electronic

Description

Methods of nonlinear time series analysis are discussed from a dynamical systems perspective on the one hand, and from a statistical perspective on the other. After giving an informal overview of the theory of dynamical systems relevant to the analysis of deterministic time series, time series generated by nonlinear stochastic systems and spatio-temporal dynamical systems are considered. Several statistical methods for the analysis of nonlinear time series are presented and illustrated with applications to physical and physiological time series;1. Introduction -- 2. Nonlinear dynamical systems -- 3. Stochastic time series -- 4. A Test for reversibility -- 5. Detecting differences between reconstruction measures -- 6. Estimating invariants of noisy attractors -- 7. The correlation integral of noisy attractors -- 8. Spiral wave tip dynamics -- 9. Spatio-temporal chaos: a solvable model

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