Nonlinear Time Series Analysis

By: Holger Kantz, Thomas Schreiber

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Paperback | 26 February 2004 | Edition Number 2

At a Glance

Paperback
388 Pages

Edition Type
Revised

Dimensions(cm)
24.41 x 16.99 x 2.03

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The paradigm of deterministic chaos has influenced thinking in many fields of science. Chaotic systems show rich and surprising mathematical structures. In the applied sciences, deterministic chaos provides a striking explanation for irregular behaviour and anomalies in systems which do not seem to be inherently stochastic. The most direct link between chaos theory and the real world is the analysis of time series from real systems in terms of nonlinear dynamics. Experimental technique and data analysis have seen such dramatic progress that, by now, most fundamental properties of nonlinear dynamical systems have been observed in the laboratory. Great efforts are being made to exploit ideas from chaos theory wherever the data displays more structure than can be captured by traditional methods. Problems of this kind are typical in biology and physiology but also in geophysics, economics, and many other sciences.

Industry Reviews

From reviews of the first edition: '... any serious physics institute should have such a book on its shelves. It will be of use to any experimental scientist dealing with nonlinear data or a theoretical physicist who desires a feeling of 'how one does it in an experiment'. The clear course of presentation should make it accessible to undergraduate students.' Daniel Wojcik, Pageoph 'This book will be of value to any graduate student or researcher who needs to be able to analyse time series data, especially in the fields of physics, chemistry, biology, geophysics, medicine, economics and the social sciences.' Mathematical Reviews '... a very readable introduction to the concepts and clear descriptions of the techniques, as well as cautions, where appropriate, about potential pitfalls and misuses of the methods. ... the book is a good reference to the current state of the art from the nonlinear dynamics community and is important reading for anyone faced with interpreting irregular time series.' Contemporary Physics

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You Can Find This Book In

Non-Fiction Mathematics Applied Mathematics Nonlinear Science Probability & Statistics Science Science in General Physics Classical Mathematics Fluid Mechanics

Basic Concepts
Introduction: why nonlinear methods?
Linear tools and general considerations
Phase space methods
Determinism and predictability
Instability: Lyapunov exponents
Self-similarity: dimensions
Using nonlinear methods when determinism is weak
Selected nonlinear phenomena
Advanced Topics
Advanced embedding methods
Chaotic data and noise
More about invariant quantities
Modeling and forecasting
Chaos control
Other selected topics
Efficient neighbour searching
Program listings
Description of the experimental data sets
Table of Contents provided by Publisher. All Rights Reserved.

Nonlinear Time Series Analysis

At a Glance

Paperback

Industry Reviews

Shipping

How to return your order

Defective items

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