Chaos and forecasting : proceedings of the Royal Society Discussion Meeting, London, 2-3 March 1994
著者
書誌事項
Chaos and forecasting : proceedings of the Royal Society Discussion Meeting, London, 2-3 March 1994
（Nonlinear time series and chaos, v. 2）
World Scientific, c1995
- : pbk
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注記
Includes bibliographical references
内容説明・目次
内容説明
It is now generally recognised that very simple dynamical systems can produce apparently random behaviour. In the last couple of years, attention has turned to focus on the flip side of this coin: random-looking time series (or random-looking patterns in space) may indeed be the result of very complicated processes or “real noise”, but they may equally well be produced by some very simple mechanism (a low-dimensional attractor). In either case, a long-term prediction will be possible only in probabilistic terms. However, in the very short term, random systems will still be unpredictable but low-dimensional chaotic ones may be predictable (appearances to the contrary). The Royal Society held a two-day discussion meeting on topics covering diverse fields, including biology, economics, geophysics, meteorology, statistics, epidemiology, earthquake science and many others. Each topic was covered by a leading expert in the field. The meeting dealt with different basic approaches to the problem of chaos and forecasting, and covered applications to nonlinear forecasting of both artificially-generated time series and real data from context in the above-mentioned diverse fields. This book marks a rather special and rare occasion on which prominent scientists from different areas converge on the same theme. It forms an informative introduction to the science of chaos, with special reference to real data.
目次
- Embedding dimension and sample size requirement, H. Tong and B. Cheng
- another look at the correlation dimension of coloured noise, C.D. Cutler
- on prediction and chaos in stochastic systems, H. Tong and Q. Yao
- nonlinear predictions and local optimal forecasting from time series, L.A. Smith
- statistical issues in the estimation of Lyapunov exponents, R. Wolff
- chaos and nonlinear forecastability in economics and finance, B. LeBaron
- connectionist forecasting and the Santa Fe competition, A. Weigend. (Part Contents).
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