Nonlinear time series analysis : methods and applications
Diks, Cees
Methods of nonlinear time series analysis are discussed from a dynamical systems perspective on the one hand, and from a statistical perspective on the other. After giving an informal overview of the theory of dynamical systems relevant to the analysis of deterministic time series, time series generated by nonlinear stochastic systems and spatio-temporal dynamical systems are considered. Several statistical methods for the analysis of nonlinear time series are presented and illustrated with applications to physical and physiological time series
Categories:
Year:
1999
Publisher:
World Scientific
Language:
english
Pages:
209
ISBN 10:
9810235054
ISBN 13:
9789810235055
Series:
Nonlinear time series and chaos vol. 4
File:
DJVU, 4.18 MB
IPFS:
,
english, 1999