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Applied Nonlinear Time Series Analysis: Applications In Physics, Physiology And Finance

Name: Applied Nonlinear Time Series Analysis: Applications In Physics, Physiology And Finance
Brand: World Scientific Publishing Co Pte Ltd
SKU: 05067972
Price: 121.49 EUR
Availability: InStock
Author: Michael Small
ISBN: 9789812561176

Michael Small

Lingua

Inglese

Libro Rigido

Codice Libristo: 05067972

Casa editrice World Scientific Publishing Co Pte Ltd, marzo 2005

Nonlinear time series methods have developed rapidly over a quarter of a century and have reached an... Descrizione completa

Codice Libristo: 05067972

297 b

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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.