Extracting Knowledge From Time Series : An Introduction to Nonlinear Empirical Modeling

Language: English

Published by Springer Berlin Heidelberg, 2010

3642126006 / 9783642126000

Series: Book 9 of 46 - Springer Series in Synergetics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - Mathematical modelling is ubiquitous. Almost every book in exact science touches on mathematical models of a certain class of phenomena, on more or less speci c approaches to construction and investigation of models, on their applications, etc. As many textbooks with similar titles, Part I of our book is devoted to general qu- tions of modelling. Part II re ects our professional interests as physicists who spent much time to investigations in the eld of non-linear dynamics and mathematical modelling from discrete sequences of experimental measurements (time series). The latter direction of research is known for a long time as 'system identi cation' in the framework of mathematical statistics and automatic control theory. It has its roots in the problem of approximating experimental data points on a plane with a smooth curve. Currently, researchers aim at the description of complex behaviour (irregular, chaotic, non-stationary and noise-corrupted signals which are typical of real-world objects and phenomena) with relatively simple non-linear differential or difference model equations rather than with cumbersome explicit functions of time. In the second half of the twentieth century, it has become clear that such equations of a s- ciently low order can exhibit non-trivial solutions that promise suf ciently simple modelling of complex processes; according to the concepts of non-linear dynamics, chaotic regimes can be demonstrated already by a third-order non-linear ordinary differential equation, while complex behaviour in a linear model can be induced either by random in uence (noise) or by a very high order of equations.…

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Title
Extracting Knowledge From Time Series : An Introduction to Nonlinear Empirical Modeling
Author
Dmitry A. Smirnov
Publisher
Springer Berlin Heidelberg
Publication year
2010
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3642126006
ISBN 13
9783642126000
Item weight
759 grams
Dimensions
241x160x29 mm
Series
Book 9 of 46: Springer Series in Synergetics

AHA-BUCH GmbH

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