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...
| Autor Principal: | |
|---|---|
| Formato: | Licensed eBooks |
| Idioma: | inglés |
| Publicado: |
Singapore :
World Scientific,
2005.
|
| Series: | World Scientific series on nonlinear science. Monographs and treatises ;
v. 52. |
| Acceso en liña: | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=148544 |
Table of Contents:
- 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.