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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Small, Michael
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore : World Scientific, 2005.
Colección:World Scientific series on nonlinear science. Monographs and treatises ; v. 52.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.