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9789810235055

Nonlinear Time Series Analysis: Methods and Applications

by
  • ISBN13:

    9789810235055

  • ISBN10:

    9810235054

  • Format: Hardcover
  • Copyright: 2000-03-01
  • Publisher: World Scientific Pub Co Inc
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Supplemental Materials

What is included with this book?

Summary

This book constitutes a bridge between nonlinear time series analysis from a dynamical systems, or chaos, perspective on one hand, and from a statistical perspective on the other hand. The key to this bridge is the probabilistic structure of time series. The book discusses the properties of time series that arise from various nonlinear systems, such as spatio-temporal systems. It presents new statistical methods for the analysis of nonlinear time series, illustrated with applications to physical and physiological time series.

Table of Contents

Foreword v
Introduction
1(6)
Nonlinear Dynamical Systems
7(22)
Stochastic Time Series
29(22)
A Test for Reversibility
51(30)
Detecting Differences between Reconstruction Measures
81(16)
Estimating Invariants of Noisy Attractors
97(20)
The Correlation Integral of Noisy Attractors
117(10)
Spiral Wave Tip Dynamics
127(22)
Spatio-temporal Chaos: a Solvable Model
149(26)
Appendix A 175(6)
Appendix B 181(6)
Appendix C 187(4)
References 191(16)
Index 207

Supplemental Materials

What is included with this book?

The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

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