Nonlinear Time Series Analysis - Brossura

Kantz, Holger; Schreiber, Thomas

 
9780521653879: Nonlinear Time Series Analysis

Sinossi

First time paperback of very successful volume from Cambridge Nonlinear Science Series.

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Descrizione del libro

Deterministic chaos provides a striking explanation for irregular behaviour and anomalies in systems which seem not to be inherently stochastic. This book describes the most direct link between chaos theory and the real world, which is the analysis of time series from real systems in terms of nonlinear dynamics.

Contenuti

Part I. Basic Concepts: 1. Introduction: why nonlinear methods?; 2. Linear tools and general considerations; 3. Phase space methods; 4. Determinism and predictability; 5. Instability: Lyapunov exponents; 6. Self-similarity: dimensions; 7. Using nonlinear methods when determinism is weak; 8. Selected nonlinear phenomena; Part II. Advanced Topics: 9. Advanced embedding methods; 10. Chaotic data and noise; 11. More about invariant quantities; 12. Modeling and forecasting; 13. Chaos control; 14. Other selected topics; Appendix 1. Efficient neighbour searching; Appendix 2. Program listings; Appendix 3. Description of the experimental data sets.

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