Topics in Nonlinear Time Series Analysis

Topics in Nonlinear Time Series Analysis PDF

Author: Andreas Galka

Publisher: World Scientific

Published: 2000

Total Pages: 368

ISBN-13: 9789810241483

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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 PDF

Author: Jan G. De Gooijer

Publisher: Springer

Published: 2017-03-30

Total Pages: 626

ISBN-13: 3319432524

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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 PDF

Author:

Publisher: Elsevier

Published: 2012-05-18

Total Pages: 777

ISBN-13: 0444538631

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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 PDF

Author: Tata Subba Rao

Publisher: Elsevier

Published: 2012-06-26

Total Pages: 778

ISBN-13: 0444538585

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'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.

Fractal Analysis and Chaos in Geosciences

Fractal Analysis and Chaos in Geosciences PDF

Author: Sid-Ali Ouadfeul

Publisher: BoD – Books on Demand

Published: 2012-11-14

Total Pages: 186

ISBN-13: 9535107291

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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 PDF

Author: Marisa Faggini

Publisher: Springer

Published: 2014-06-26

Total Pages: 250

ISBN-13: 3319051857

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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.

Evolutionary Algorithms and Chaotic Systems

Evolutionary Algorithms and Chaotic Systems PDF

Author: Ivan Zelinka

Publisher: Springer Science & Business Media

Published: 2010-02-23

Total Pages: 533

ISBN-13: 3642107060

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This book discusses the mutual intersection of two fields of research: evolutionary computation, which can handle tasks such as control of various chaotic systems, and deterministic chaos, which is investigated as a behavioral part of evolutionary algorithms.

Nonlinear Brain Dynamics

Nonlinear Brain Dynamics PDF

Author: Cornelis J. Stam

Publisher: Nova Publishers

Published: 2006

Total Pages: 166

ISBN-13: 9781594548796

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At the beginning of the 21st century, understanding the brain has become one of the final frontiers of science. Hailed as the 'most complex object in the universe' the brain still defies a complete understanding of its workings, in particular in relation to consciousness and higher brain functions. Despite enormous scientific efforts, the question how the 'mere matter' of 1011 interacting nerve cells can give rise to the inner world of our subjective feelings still remains an enigma. However, in contrast to a few decades ago, when respectable neuroscience was not expected to deal with such questions, the search for brain/mind relationships has now become the focus of intense research. The central idea of this book: to understand the brain, we need to understand its dynamics.

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