By Jan G. De Gooijer

This booklet presents an outline of the present cutting-edge of nonlinear time sequence analysis, richly illustrated with examples, pseudocode algorithms and real-world functions. averting a “theorem-proof” layout, it indicates concrete functions on various empirical time sequence. The book can be utilized in graduate classes in nonlinear time sequence and while additionally includes interesting fabric for extra complicated readers. although it's principally self-contained, readers require an realizing of easy linear time sequence techniques, Markov chains and Monte Carlo simulation methods.

The booklet covers time-domain and frequency-domain tools for the research of either univariate and multivariate (vector) time sequence. It makes a transparent contrast among parametric versions at the one hand, and semi- and nonparametric models/methods at the different. this provides the reader the choice of concentrating solely on this sort of nonlinear time sequence research methods.

To make the ebook as person pleasant as attainable, significant helping ideas and really expert tables are appended on the finish of every bankruptcy. additionally, every one bankruptcy concludes with a suite of keywords and ideas, in addition to a precis of the most findings. finally, the booklet deals various theoretical and empirical routines, with solutions supplied through the writer in an intensive options manual.

 

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