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

by Michael Small

0 ratings • 0 reviews • 0 shelved
Book cover for Applied Nonlinear Time Series Analysis: Applications In Physics, Physiology And Finance

Bookhype may earn a small commission from qualifying purchases. Full disclosure.

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.
  • ISBN13 9789812561176
  • Publish Date 28 March 2005
  • Publish Status Active
  • Publish Country SG
  • Imprint World Scientific Publishing Co Pte Ltd