Nonlinear Time Series Analysis - Couverture souple

Kantz, Holger; Schreiber, Thomas

Couverture souple

ISBN 10 : 0521653878 ISBN 13 : 9780521653879

Editeur : Cambridge University Press, 1999

A propos du livre

Revue de presse

From reviews of the first edition: '... any serious physics institute should have such a book on its shelves. It will be of use to any experimental scientist dealing with nonlinear data or a theoretical physicist who desires a feeling of 'how one does it in an experiment'. The clear course of presentation should make it accessible to undergraduate students.' Daniel Wojcik, Pageoph

'This book will be of value to any graduate student or researcher who needs to be able to analyse time series data, especially in the fields of physics, chemistry, biology, geophysics, medicine, economics and the social sciences.' Mathematical Reviews

'... a very readable introduction to the concepts and clear descriptions of the techniques, as well as cautions, where appropriate, about potential pitfalls and misuses of the methods. ... the book is a good reference to the current state of the art from the nonlinear dynamics community and is important reading for anyone faced with interpreting irregular time series.' Contemporary Physics

Présentation de l'éditeur

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.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 1999
• ISBN 10: 0521653878
• ISBN 13: 9780521653879
• Reliure: Broché
• Langue: anglais
• Nombre de pages: 320