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Applied nonlinear time series analysis : applications in physics, physiology and finance / Michael Small.
- Format:
- Book
- Author/Creator:
- Small, Michael, Dr.
- Series:
- World Scientific series in nonlinear science, Series A ; v. 52.
- World Scientific series in nonlinear science, Series A ; v. 52
- Language:
- English
- Subjects (All):
- Nonlinear theories.
- Time-series analysis.
- Physical Description:
- 1 online resource (261 p.)
- Edition:
- 1st ed.
- Place of Publication:
- New Jersey ; London : World Scientific, c2005.
- Language Note:
- English
- 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:
- Contents:
- Preface; Contents; Chapter 1 Time series embedding and reconstruction; Chapter 2 Dynamic measures and topological invariants; Chapter 3 Estimation of correlation dimension; Chapter 4 The method of surrogate data; Chapter 5 Non-standard and non-linear surrogates; Chapter 6 Identifying the dynamics; Chapter 7 Applications; Bibliography; Index
- Notes:
- Description based upon print version of record.
- Includes bibliographical references and index.
- ISBN:
- 9786611372521
- 9781281372529
- 1281372528
- 9789812567772
- 9812567771
- OCLC:
- 123413425
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