Stochastic Analysis of Scaling Time Series: From Turbulence Theory to Applications - Rilegato

Schmitt, François G.; Huang, Yongxiang

Rilegato

ISBN 10: 1107067618 ISBN 13: 9781107067615

Casa editrice: Cambridge University Press, 2016

Riassunto

Multi-scale systems, involving complex interacting processes that occur over a range of temporal and spatial scales, are present in a broad range of disciplines. Several methodologies exist to retrieve this multi-scale information from a given time series; however, each method has its own limitations. This book presents the mathematical theory behind the stochastic analysis of scaling time series, including a general historical introduction to the problem of intermittency in turbulence, as well as how to implement this analysis for a range of different applications. Covering a variety of statistical methods, such as Fourier analysis and wavelet transforms, it provides readers with a thorough understanding of the techniques and when to apply them. New techniques to analyse stochastic processes, including empirical mode decomposition, are also explored. Case studies, in turbulence and ocean sciences, are used to demonstrate how these statistical methods can be applied in practice, for students and researchers.

Su questo libro

Descrizione del libro

Covering a variety of statistical methods, this book provides readers with a thorough understanding of the techniques used to retrieve multi-scale information from time series data, particularly in relation to turbulence. Case studies and MATLAB codes are supplied, making this an excellent resource for graduate students and researchers.

L'autore

François G. Schmitt is Research Professor in the Laboratory of Oceanography and Geosciences at the Centre National de la Recherche Scientifique (CNRS), France. His research interests include turbulence and nonlinear variability in geophysics, marine turbulence, and multifractal analysis and modelling.

Dettagli dell?edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2016
• ISBN 10: 1107067618
• ISBN 13: 9781107067615
• Rilegatura: Copertina rigida
• Lingua: Inglese
• Numero di pagine: 226