Nonlinear time series analysis : methods and applications

✍ Scribed by Diks, Cees

Publisher: World Scientific
Year: 1999
Tongue: English
Leaves: 222
Series: Nonlinear time series and chaos vol. 4
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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

✦ Table of Contents

Content: 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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