ENGLISH

Applied Nonlinear Time Series Analysis: Applications in Physics, Physiology and Finance

By Michael Small

Book information

Publisher
World Scientific Publishing Company
Year
2005
ISBN
981256117X, 9789812561176, 9789812567772
LCC
QA280 .S63 2005
Open Library ID
OL22628534M
Language
english
Format
DJVU
Filesize
2 MB (2502540 bytes)
Series
World Scientific Series on Nonlinear Science Series a
Pages
260\260
Library
Kolxo3
DPI
300
Time added
2010-02-18 13:16:04

Description

Nonlinear time series methods have developed rapidly over a quarter of a century and have reached an advanced state of maturity during the last decade. Implementations of these methods for experimental data are now widely accepted and fairly routine; however, genuinely useful applications remain rare. This book focuses on the practice of applying these methods to solve real problems. To illustrate the usefulness of these methods, a wide variety of physical and physiological systems are considered. The technical tools utilized in this book fall into three distinct, but interconnected areas: quantitative measures of nonlinear dynamics, Monte-Carlo statistical hypothesis testing, and nonlinear modeling. Ten highly detailed applications serve as case studies of fruitful applications and illustrate the mathematical techniques described in the text.

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