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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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore :
World Scientific,
2005.
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| Subjects: | |
| Online Access: |
Full text (MFA users only) |
| ISBN: | 9812567771 9789812567772 |
| Local Note: | ProQuest Ebook Central |
Table of Contents:
- 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.