ENGLISH

Nonlinear Time Series Analysis: Methods And Applications

By Cees Diks

Book information

Publisher
World Scientific
Year
1999
ISBN
9810235054, 9789810235055
Language
english
Format
PDF
Filesize
26 MB (26876719 bytes)
Series
Nonlinear Time Series and Chaos, Volume 4
Pages
218\222
Time added
2015-12-07 22:59:06
Probability Statistics Applied Mathematics Science

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.

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