Applied nonlinear time series analysis : applications in physics, physiology and finance
Author(s)
Bibliographic Information
Applied nonlinear time series analysis : applications in physics, physiology and finance
（World Scientific series on nonlinear science / editor, Leon O. Chua, ser. A ; v. 52）
World Scientific, c2005
Available at 12 libraries
Note
Bibliography: p. 229-239
Includes index
Description and Table of Contents
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.
Table of Contents
# Times Series Embedding and Reconstruction # Dynamics Measures and Topological Invariants # Estimation of Correlation Dimension # The Method of Surrogate Data # Non-Standard and Nonlinear Surrogates # Identifying the Dynamics # Applications
by "Nielsen BookData"