High Performance Computing Applied to Nonlinear Time Series Analysis

Language: English

Published by LAP LAMBERT Academic Publishing, 2010

3838365879 / 9783838365879

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nach der Bestellung gedruckt Neuware - Printed after ordering - Many applications of science and engineering, e.g. in physics, biology, economics or meteorology, are determined by dynamical systems. These systems evolve over time and then generate a set of data spaced in time, called time series. The analysis of time series from real systems, in terms of nonlinear dynamics, is the most direct link between chaos theory and the real world. Very useful information for making predictions about dynamical systems is extracted from the analysis of these time series. Since many of these applications must provide a real time response, it is necessary for analysis and prediction to be performed on a reasonable time scale. High Performance Computing gives a feasible solution to this problem, which enables it to be solved in an efficient manner. Nowadays, parallel computing is one of the most appropriate ways of obtaining important computational power. Thus, a set of high performance algorithms has been developed in this Thesis for both nonlinear time series analysis and, then, prediction. Finally, the Thesis proposes a method of time series modeling and predicting based on stochastic subspace system identification.…

Title
High Performance Computing Applied to Nonlinear Time Series Analysis
Author
Ismael Marín Carrión
Publisher
LAP LAMBERT Academic Publishing
Publication year
2010
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3838365879
ISBN 13
9783838365879
Item weight
292 grams
Dimensions
220x150x12 mm

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