Applied nonlinear time series analysis : applications in physics, physiology and finance /
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 rar...
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Main Author: | |
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Format: | Electronic eBook |
Language: | English |
Published: |
Singapore :
World Scientific,
2005.
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Series: | World Scientific series on nonlinear science. Monographs and treatises ;
v. 52. |
Subjects: | |
Online Access: | CONNECT |
MARC
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100 | 1 | |a Small, Michael. | |
245 | 1 | 0 | |a Applied nonlinear time series analysis : |b applications in physics, physiology and finance / |c Michael Small. |
260 | |a Singapore : |b World Scientific, |c 2005. | ||
300 | |a 1 online resource (xiii, 245 pages) : |b illustrations | ||
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490 | 1 | |a World scientific series on nonlinear science. Series A ; |v v. 52 | |
504 | |a Includes bibliographical references and index. | ||
505 | 0 | |a Time series embedding and reconstruction -- Dynamic measures and topological invariants -- Estimation of correlation dimension -- The method of surrogate data -- Non-standard and non-linear surrogates -- Identifying the dynamics -- Applications. | |
588 | 0 | |a Print version record. | |
520 | |a 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: quan. | ||
500 | |a EBSCO eBook Academic Comprehensive Collection North America |5 TMurS | ||
650 | 0 | |a Time-series analysis. | |
650 | 0 | |a Nonlinear theories. | |
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776 | 0 | 8 | |i Print version: |a Small, Michael. |t Applied nonlinear time series analysis. |d Singapore : World Scientific, 2005 |z 981256117X |w (OCoLC)61028859 |
830 | 0 | |a World Scientific series on nonlinear science. |n Series A, |p Monographs and treatises ; |v v. 52. | |
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