Nonlinear time series analysis: methods and applications

Methods of nonlinear time series analysis are discussed from a dynamical systems perspective on the one hand, and from a statistical perspective on the other. After giving an informal overview of the theory of dynamical systems relevant to the analysis of deterministic time series, time series gener...

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Bibliographic Details
Main Author: Diks, Cees (Author)
Format: Electronic eBook
Language:English
Published: Singapore World Scientific Pub. Co. c1999
Series:Nonlinear time series and chaos vol. 4
Subjects:
Online Access:FHN01
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Summary:Methods of nonlinear time series analysis are discussed from a dynamical systems perspective on the one hand, and from a statistical perspective on the other. After giving an informal overview of the theory of dynamical systems relevant to the analysis of deterministic time series, time series generated by nonlinear stochastic systems and spatio-temporal dynamical systems are considered. Several statistical methods for the analysis of nonlinear time series are presented and illustrated with applications to physical and physiological time series
Physical Description:vii, 209 p. ill
ISBN:9789812779274
9812779272

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