About this product

Product Identifiers

PublisherCambridge University Press

ISBN-100521653878

ISBN-139780521653879

eBay Product ID (ePID)1024970

Product Key Features

Number of Pages320 Pages

LanguageEnglish

Publication NameNonlinear Time Series Analysis

Publication Year1999

SubjectMechanics / Fluids, Linear & Nonlinear Programming, Probability & Statistics / Time Series, Mathematical Analysis

TypeTextbook

AuthorThomas Schreiber, Holger Kantz

Subject AreaMathematics, Science

SeriesCambridge Nonlinear Science Ser.

FormatTrade Paperback

Dimensions

Item Height0.7 in

Item Weight23.7 Oz

Item Length9.7 in

Item Width6.9 in

Additional Product Features

Intended AudienceScholarly & Professional

LCCN96-037159

Dewey Edition21

Series Volume NumberSeries Number 7

IllustratedYes

Dewey Decimal519.5/5

Table Of ContentPart I. Basic Concepts: 1. Introduction: why nonlinear methods?; 2. Linear tools and general considerations; 3. Phase space methods; 4. Determinism and predictability; 5. Instability: Lyapunov exponents; 6. Self-similarity: dimensions; 7. Using nonlinear methods when determinism is weak; 8. Selected nonlinear phenomena; Part II. Advanced Topics: 9. Advanced embedding methods; 10. Chaotic data and noise; 11. More about invariant quantities; 12. Modeling and forecasting; 13. Chaos control; 14. Other selected topics; Appendix 1. Efficient neighbour searching; Appendix 2. Program listings; Appendix 3. Description of the experimental data sets.

SynopsisDeterministic 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., Deterministic chaos provides a striking explanation for irregular behaviour and anomalies in systems which seem not to be inherently stochastic. This book describes the most direct link between chaos theory and the real world, which is the analysis of time series from real systems in terms of nonlinear dynamics.

LC Classification NumberQA280 .K355 1997