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...
主要作者: | |
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格式: | Licensed eBooks |
語言: | 英语 |
出版: |
Singapore :
World Scientific,
2005.
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叢編: | World Scientific series on nonlinear science. Monographs and treatises ;
v. 52. |
在線閱讀: | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=148544 |
書本目錄:
- 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.