Nonlinear Time Series Analysis

ISBN-10: 0521529026
ISBN-13: 9780521529020
Edition: 2nd 2003 (Revised)
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Description: 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  More...

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Book details

List price: $89.99
Edition: 2nd
Copyright year: 2003
Publisher: Cambridge University Press
Publication date: 11/27/2003
Binding: Paperback
Pages: 388
Size: 6.85" wide x 9.72" long x 0.91" tall
Weight: 1.738
Language: English

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.

Preface
Acknowledgements
Basic Topics
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
Modelling and forecasting
Non-stationary signals
Coupling and synchronisation of nonlinear systems
Chaos control
Using the TISEAN programs
Description of the experimental data sets
References
Index

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