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 rar
Applied Nonlin Time Series Analysis - Applns in Physics
โ Scribed by Michael Small
- Publisher
- World Scientific Publishing Company
- Year
- 2005
- Tongue
- English
- Leaves
- 261
- Series
- World Scientific Series on Nonlinear Science Series a
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
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.
๐ SIMILAR VOLUMES
Virtually any random process developing chronologically can be viewed as a time series. In economics closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, Applied Time Series Anal
1. Stationary time series -- 2. Linear filters -- 3. ARMA time series models -- 4. Other stationary time series models -- 5. Nonstationary time series models -- 6. Forecasting -- 7. Parameter estimation -- 8. Model identification -- 9. Model building -- 10. Vector-valued (multivariate) time series -
<p><P><EM>Applied Time Series Analysis and Innovative Computing </EM>contains the applied time series analysis and innovative computing paradigms, with frontier application studies for the time series problems based on the recent works at the Oxford University Computing Laboratory, University of Oxf