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Nonlinear Time Series and Chaos - Vol. 4
NONLINEAR TIME SERIES ANALYSIS
Methods and Applications
by Cees Diks (University of Kent)
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.
Contents:
- Nonlinear Dynamical Systems
- Stochastic Time Series
- A Test for
Reversibility
- Detecting Differences between Reconstruction Measures
- Estimating Invariants of Noisy Attractors
- The Correlation Integral of Noisy Attractors
- Spiral Wave Tip Dynamics
- Spatio-Temporal Chaos: A Solvable Model
Readership: Students and researchers with an interest in time series analysis.
| 220pp |
Pub. date: Aug 1999 |
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