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Applied Nonlinear Time Series Analysis: Applications in Physics, Physiology and Finance cover

Nonlinear time series methods have developed rapidly over a quarter of a century and have reached an advanced state of maturity during the last decade. Implementations of these methods for experimental data are now widely accepted and fairly routine; however, genuinely useful applications remain rare. This book focuses on the practice of applying these methods to solve real problems.

To illustrate the usefulness of these methods, a wide variety of physical and physiological systems are considered. The technical tools utilized in this book fall into three distinct, but interconnected areas: quantitative measures of nonlinear dynamics, Monte-Carlo statistical hypothesis testing, and nonlinear modeling. Ten highly detailed applications serve as case studies of fruitful applications and illustrate the mathematical techniques described in the text.

Sample Chapter(s)
Chapter 1: Time series embedding and reconstruction (765 KB)


Contents:
  • Times Series Embedding and Reconstruction
  • Dynamics Measures and Topological Invariants
  • Estimation of Correlation Dimension
  • The Method of Surrogate Data
  • Non-Standard and Nonlinear Surrogates
  • Identifying the Dynamics
  • Applications

Readership: Postgraduate students, researchers, academics and practitioners in nonlinear physics and in various other areas of potential application (e.g. engineering, biology and medicine).