Extracting Knowledge from Time Series: An Introduction to Nonlinear Empirical Modeling - Couverture rigide

Bezruchko, Boris P.; Smirnov, Dmitry A.

Couverture rigide

ISBN 10 : 3642126006 ISBN 13 : 9783642126000

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2010

Synopsis

Mathematical modelling is ubiquitous. Almost every book in exact science touches on mathematical models of a certain class of phenomena, on more or less speci?c approaches to construction and investigation of models, on their applications, etc. As many textbooks with similar titles, Part I of our book is devoted to general qu- tions of modelling. Part II re?ects our professional interests as physicists who spent much time to investigations in the ?eld of non-linear dynamics and mathematical modelling from discrete sequences of experimental measurements (time series). The latter direction of research is known for a long time as "system identi?cation" in the framework of mathematical statistics and automatic control theory. It has its roots in the problem of approximating experimental data points on a plane with a smooth curve. Currently, researchers aim at the description of complex behaviour (irregular, chaotic, non-stationary and noise-corrupted signals which are typical of real-world objects and phenomena) with relatively simple non-linear differential or difference model equations rather than with cumbersome explicit functions of time. In the second half of the twentieth century, it has become clear that such equations of a s- ?ciently low order can exhibit non-trivial solutions that promise suf?ciently simple modelling of complex processes; according to the concepts of non-linear dynamics, chaotic regimes can be demonstrated already by a third-order non-linear ordinary differential equation, while complex behaviour in a linear model can be induced either by random in?uence (noise) or by a very high order of equations.

A propos du livre

Présentation de l'éditeur

This book, a useful self-study guide, addresses the fundamental question on how to construct mathematical models for the evolution of dynamical systems from experimentally obtained time series. There is emphasis is on chaotic signals and nonlinear modelling.

Détails de l'édition

• Éditeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Date d'édition: 2010
• Langue: anglais
• ISBN 10: 3642126006
• ISBN 13: 9783642126000
• Reliure: Relié
• Nombre de pages: 410
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne