Applied Nonlinear Time Series Analysis: Applications in Physics, Physiology and Finance (Hardcover) (ISBN-13: 9789812561176)

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.

Author: Michael Small
ISBN-10: 981256117X
ISBN-13: 9789812561176
Publisher: World Scientific Publishing Company
Language: English
Published: 03/28/2005
Pages: 260
Format: Hardcover
Weight: 1.14lbs
Size: 9.24h x 6.32w x 0.76d