Nonlinear Time Series Analysis: Methods And Applications
Seiten
1999
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-02-3505-5 (ISBN)
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-02-3505-5 (ISBN)
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Provides an overview of the theory of dynamical systems relevant to the analysis of deterministic time series. The text considers time series generated by nonlinear stochastic systems and spatio-temporal dynamical systems. Statistical methods for the analysis of nonlinear time series are presented.
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.
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.
Nonlinear dynamical systems; stochastic time series; a test for reversability; detecting differences between reconstruction measures; estimating invariants of noisy attractors; the correlation integral of noisy attractors; spiral wave tip dynamics; spatio-temporal chaos - a solvable model.
| Reihe/Serie | Nonlinear Time Series & Chaos ; 4 |
|---|---|
| Mitarbeit |
Herausgeber (Serie): Howell A M Tong |
| Verlagsort | Singapore |
| Sprache | englisch |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Analysis |
| Mathematik / Informatik ► Mathematik ► Angewandte Mathematik | |
| ISBN-10 | 981-02-3505-4 / 9810235054 |
| ISBN-13 | 978-981-02-3505-5 / 9789810235055 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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