Nonlinear Time Series Analysis: Methods And Applications
by
Cees Diks
Book Details
Format
Hardback or Cased Book
Book Series
Nonlinear Time Series & Chaos
ISBN-10
9810235054
ISBN-13
9789810235055
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
SG
Country of Publication
GB
Publication Date
Aug 20th, 1999
Print length
220 Pages
Product Classification:
Numerical analysisProbability & statisticsChaos theory
Ksh 12,600.00
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Provides an overview of the theory of dynamical systems relevant to the analysis of deterministic time series. The text considers time series generated by nonlinear stochastic systems and spatio-temporal dynamical systems. Statistical methods for the analysis of nonlinear time series are presented.
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.
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