Nonlinear Time Series Analysis - Brossura

Kantz, Holger; Schreiber, Thomas

Brossura

ISBN 10: 0521653878 ISBN 13: 9780521653879

Casa editrice: Cambridge University Press, 1999

Riassunto

Deterministic chaos provides a novel framework for the analysis of irregular time series. Traditionally, nonperiodic signals are modeled by linear stochastic processes. But even very simple chaotic dynamical systems can exhibit strongly irregular time evolution without random inputs. Chaos theory offers completely new concepts and algorithms for time series analysis which can lead to a thorough understanding of the signal. The book introduces a broad choice of such concepts and methods, including phase space embeddings, nonlinear prediction and noise reduction, Lyapunov exponents, dimensions and entropies, as well as statistical tests for nonlinearity. Related topics like chaos control, wavelet analysis and pattern dynamics are also discussed. Applications range from high quality, strictly deterministic laboratory data to short, noisy sequences which typically occur in medicine, biology, geophysics or the social sciences. All material is discussed and illustrated using real experimental data.

Su questo libro

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.

Dettagli dell?edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 1999
• ISBN 10: 0521653878
• ISBN 13: 9780521653879
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 320