Applied Nonlinear Time Series Analysis: Applications In Physics, Physiology And Finance: 52 (World Scientific Series on Nonlinear Science Series A) - Hardcover

Small, Michael

Hardcover

ISBN 10: 981256117X ISBN 13: 9789812561176

Publisher: World Scientific Publishing Co Pte Ltd, 2005

Synopsis

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.

Edition details

• Publisher: World Scientific Publishing Co Pte Ltd
• Publication date: 2005
• Language: English
• ISBN 10: 981256117X
• ISBN 13: 9789812561176
• Binding: Hardcover
• Number of pages: 260