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.
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Língua Inglês ● Formato PDF ● Páginas 220 ● ISBN 9789812779274 ● Tamanho do arquivo 97.5 MB ● Editora World Scientific Publishing Company ● Cidade Singapore ● País SG ● Publicado 1999 ● Carregável 24 meses ● Moeda EUR ● ID 2699242 ● Proteção contra cópia Adobe DRM
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