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Applied Nonlinear Time Series Analysis: Applications In Physics, Physiology And Finance

By: (Author) Michael Small

Extended Catalogue

Ksh 18,700.00

Format: Hardback or Cased Book

ISBN-10: 981256117X

ISBN-13: 9789812561176

Series: World Scientific Series on Nonlinear Science Series A

Publisher: World Scientific Publishing Co Pte Ltd

Imprint: World Scientific Publishing Co Pte Ltd

Country of Manufacture: SG

Country of Publication: GB

Publication Date: Mar 28th, 2005

Print length: 260 Pages

Weight: 532 grams

Dimensions (height x width x thickness): 23.40 x 16.20 x 1.90 cms

Product Classification: Nonlinear science

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Nonlinear time series methods have developed rapidly over a quarter of a century and have reached an advanced state of maturity during the last decade. Implementations of these methods for experimental data are now widely accepted and fairly routine; however, genuinely useful applications remain rare. This book focuses on the practice of applying these methods to solve real problems.To illustrate the usefulness of these methods, a wide variety of physical and physiological systems are considered. The technical tools utilized in this book fall into three distinct, but interconnected areas: quantitative measures of nonlinear dynamics, Monte-Carlo statistical hypothesis testing, and nonlinear modeling. Ten highly detailed applications serve as case studies of fruitful applications and illustrate the mathematical techniques described in the text.
Nonlinear time series methods have developed rapidly over a quarter of a century and have reached an advanced state of maturity during the last decade. Implementations of these methods for experimental data are now widely accepted and fairly routine; however, genuinely useful applications remain rare. This book focuses on the practice of applying these methods to solve real problems.To illustrate the usefulness of these methods, a wide variety of physical and physiological systems are considered. The technical tools utilized in this book fall into three distinct, but interconnected areas: quantitative measures of nonlinear dynamics, Monte-Carlo statistical hypothesis testing, and nonlinear modeling. Ten highly detailed applications serve as case studies of fruitful applications and illustrate the mathematical techniques described in the text.

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