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.


Show description

Read Online or Download Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics) PDF

Best chaos & systems books

Beyond the Second Law: Entropy Production and Non-equilibrium Systems (Understanding Complex Systems)

The second one legislations, a cornerstone of thermodynamics, governs the typical course of dissipative, non-equilibrium methods. however it says not anything approximately their genuine premiums or the likelihood of fluctuations concerning the ordinary. This interdisciplinary ebook, written and peer-reviewed by way of overseas specialists, provides fresh advances within the look for new non-equilibrium rules past the second one legislations, and their purposes to quite a lot of structures throughout physics, chemistry and biology.

Atlas of Physarum Computing

The slime mold Physarum polycephalum is a big mobilephone seen through the unaided eye. It behaves as an clever nonlinear spatially prolonged lively medium encapsulated in an elastic membrane. The telephone optimises its development styles in configurations of attractants and repellents. This behaviour is interpreted as computation.

Mathematical Analysis of Complex Cellular Activity (Frontiers in Applied Dynamical Systems: Reviews and Tutorials)

This ebook includes assessment articles on mathematical body structure that care for heavily similar subject matters yet have been written and will be learn independently. the 1st article stories the elemental conception of calcium oscillations (common to nearly all mobile types), together with spatio-temporal behaviors resembling waves.

Strong Nonlinear Oscillators: Analytical Solutions (Mathematical Engineering)

This textbook provides the movement of natural nonlinear oscillatory structures and numerous resolution methods which offer the approximate strategies of the robust nonlinear oscillator equations. It provides the author’s original method for the analytical resolution strategy of the natural nonlinear oscillator method.

Additional info for Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics)

Sample text

Download PDF sample

Rated 4.69 of 5 – based on 25 votes