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Book Cover
E-book
Author Small, Michael

Title Applied nonlinear time series analysis : applications in physics, physiology and finance / Michael Small
Published Singapore : World Scientific, 2005

Copies

Description 1 online resource (xiii, 245 pages) : illustrations
Series World scientific series on nonlinear science. Series A ; v. 52
World Scientific series on nonlinear science. Series A, Monographs and treatises ; v. 52.
Contents Time series embedding and reconstruction -- Dynamic measures and topological invariants -- Estimation of correlation dimension -- The method of surrogate data -- Non-standard and non-linear surrogates -- Identifying the dynamics -- Applications
Summary 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: quan
Bibliography Includes bibliographical references and index
Notes Print version record
Subject Time-series analysis.
Nonlinear theories.
MATHEMATICS -- Probability & Statistics -- Time Series.
Nonlinear theories
Time-series analysis
Form Electronic book
ISBN 9812567771
9789812567772