Topics in Nonlinear Time Series Analysis

Topics in Nonlinear Time Series Analysis
Author :
Publisher : World Scientific
Total Pages : 368
Release :
ISBN-10 : 9810241488
ISBN-13 : 9789810241483
Rating : 4/5 (88 Downloads)

Book Synopsis Topics in Nonlinear Time Series Analysis by : Andreas Galka

Download or read book Topics in Nonlinear Time Series Analysis written by Andreas Galka and published by World Scientific. This book was released on 2000 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a thorough review of a class of powerful algorithms for the numerical analysis of complex time series data which were obtained from dynamical systems. These algorithms are based on the concept of state space representations of the underlying dynamics, as introduced by nonlinear dynamics. In particular, current algorithms for state space reconstruction, correlation dimension estimation, testing for determinism and surrogate data testing are presented ? algorithms which have been playing a central role in the investigation of deterministic chaos and related phenomena since 1980. Special emphasis is given to the much-disputed issue whether these algorithms can be successfully employed for the analysis of the human electroencephalogram.

Elements of Nonlinear Time Series Analysis and Forecasting

Elements of Nonlinear Time Series Analysis and Forecasting
Author :
Publisher : Springer
Total Pages : 626
Release :
ISBN-10 : 9783319432526
ISBN-13 : 3319432524
Rating : 4/5 (26 Downloads)

Book Synopsis Elements of Nonlinear Time Series Analysis and Forecasting by : Jan G. De Gooijer

Download or read book Elements of Nonlinear Time Series Analysis and Forecasting written by Jan G. De Gooijer and published by Springer. This book was released on 2017-03-30 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible, major supporting concepts and specialized tables are appended at the end of every chapter. In addition, each chapter concludes with a set of key terms and concepts, as well as a summary of the main findings. Lastly, the book offers numerous theoretical and empirical exercises, with answers provided by the author in an extensive solutions manual.

Time Series Analysis: Methods and Applications

Time Series Analysis: Methods and Applications
Author :
Publisher : Elsevier
Total Pages : 777
Release :
ISBN-10 : 9780444538635
ISBN-13 : 0444538631
Rating : 4/5 (35 Downloads)

Book Synopsis Time Series Analysis: Methods and Applications by :

Download or read book Time Series Analysis: Methods and Applications written by and published by Elsevier. This book was released on 2012-05-18 with total page 777 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments.The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience. - Comprehensively presents the various aspects of statistical methodology - Discusses a wide variety of diverse applications and recent developments - Contributors are internationally renowened experts in their respective areas

Time Series Analysis: Methods and Applications

Time Series Analysis: Methods and Applications
Author :
Publisher : Elsevier
Total Pages : 778
Release :
ISBN-10 : 9780444538581
ISBN-13 : 0444538585
Rating : 4/5 (81 Downloads)

Book Synopsis Time Series Analysis: Methods and Applications by : Tata Subba Rao

Download or read book Time Series Analysis: Methods and Applications written by Tata Subba Rao and published by Elsevier. This book was released on 2012-06-26 with total page 778 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Handbook of Statistics' is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with volume 30 dealing with time series.

Topics In Nonlinear Time Series Analysis, With Implications For Eeg Analysis

Topics In Nonlinear Time Series Analysis, With Implications For Eeg Analysis
Author :
Publisher : World Scientific
Total Pages : 360
Release :
ISBN-10 : 9789814493925
ISBN-13 : 9814493929
Rating : 4/5 (25 Downloads)

Book Synopsis Topics In Nonlinear Time Series Analysis, With Implications For Eeg Analysis by : Andreas Galka

Download or read book Topics In Nonlinear Time Series Analysis, With Implications For Eeg Analysis written by Andreas Galka and published by World Scientific. This book was released on 2000-02-18 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a thorough review of a class of powerful algorithms for the numerical analysis of complex time series data which were obtained from dynamical systems. These algorithms are based on the concept of state space representations of the underlying dynamics, as introduced by nonlinear dynamics. In particular, current algorithms for state space reconstruction, correlation dimension estimation, testing for determinism and surrogate data testing are presented — algorithms which have been playing a central role in the investigation of deterministic chaos and related phenomena since 1980. Special emphasis is given to the much-disputed issue whether these algorithms can be successfully employed for the analysis of the human electroencephalogram.

Fractal Analysis and Chaos in Geosciences

Fractal Analysis and Chaos in Geosciences
Author :
Publisher : BoD – Books on Demand
Total Pages : 186
Release :
ISBN-10 : 9789535107293
ISBN-13 : 9535107291
Rating : 4/5 (93 Downloads)

Book Synopsis Fractal Analysis and Chaos in Geosciences by : Sid-Ali Ouadfeul

Download or read book Fractal Analysis and Chaos in Geosciences written by Sid-Ali Ouadfeul and published by BoD – Books on Demand. This book was released on 2012-11-14 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: The fractal analysis is becoming a very useful tool to process obtained data from chaotic systems in geosciences. It can be used to resolve many ambiguities in this domain. This book contains eight chapters showing the recent applications of the fractal/mutifractal analysis in geosciences. Two chapters are devoted to applications of the fractal analysis in climatology, two of them to data of cosmic and solar geomagnetic data from observatories. Four chapters of the book contain some applications of the (multi-) fractal analysis in exploration geophysics. I believe that the current book is an important source for researchers and students from universities.

Complexity in Economics: Cutting Edge Research

Complexity in Economics: Cutting Edge Research
Author :
Publisher : Springer
Total Pages : 250
Release :
ISBN-10 : 9783319051857
ISBN-13 : 3319051857
Rating : 4/5 (57 Downloads)

Book Synopsis Complexity in Economics: Cutting Edge Research by : Marisa Faggini

Download or read book Complexity in Economics: Cutting Edge Research written by Marisa Faggini and published by Springer. This book was released on 2014-06-26 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, leading experts discuss innovative components of complexity theory and chaos theory in economics. The underlying perspective is that investigations of economic phenomena should view these phenomena not as deterministic, predictable and mechanistic but rather as process dependent, organic and always evolving. The aim is to highlight the exciting potential of this approach in economics and its ability to overcome the limitations of past research and offer important new insights. The book offers a stimulating mix of theory, examples and policy. By casting light on a variety of topics in the field, it will provide an ideal platform for researchers wishing to deepen their understanding and identify areas for further investigation.