Applied Nonlinear Time Series Analysis Applications In Physics Physiology And Finance

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

Applied Nonlinear Time Series Analysis: Applications In Physics, Physiology And Finance
Author :
Publisher : World Scientific
Total Pages : 261
Release :
ISBN-10 : 9789814481229
ISBN-13 : 981448122X
Rating : 4/5 (22X Downloads)

Book Synopsis Applied Nonlinear Time Series Analysis: Applications In Physics, Physiology And Finance by : Michael Small

Download or read book Applied Nonlinear Time Series Analysis: Applications In Physics, Physiology And Finance written by Michael Small and published by World Scientific. This book was released on 2005-03-28 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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