电子书百科大全
Nonlinear Time Series Analysis: Methods And Applications
Author(s): Cees Diks (Author)
- Publisher: Wspc
- Publication Date: August 16, 1999
- Language: English
- Print length: 218 pages
- ISBN-10: 9810235054
- ISBN-13: 9789810235055
Book Description
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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