2018, ISBN: 2a65a9e361b75b61203a40ae8d9e4d9a

A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysisNonlinear Time Series Analysis offers an important guide to both parametric … More...

A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysisNonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear state-space models, and Bayesian as well as classical approaches to nonlinear time series analysis. The authors?noted experts in the field?explore the advantages and limitations of the nonlinear models and methods and review the improvements upon linear time series models.The need for this book is based on the recent developments in nonlinear time series analysis, statistical learning, dynamic systems and advanced computational methods. Parametric and nonparametric methods and nonlinear and non-Gaussian state space models provide a much wider range of tools for time series analysis. In addition, advances in computing and data collection have made available large data sets and high-frequency data. These new data make it not only feasible, but also necessary to take into consideration the nonlinearity embedded in most real-world time series. This vital guide:?    Offers research developed by leading scholars of time series analysis?    Presents R commands making it possible to reproduce all the analyses included in the text?    Contains real-world examples throughout the book?    Recommends exercises to test understanding of material presented?    Includes an instructor solutions manual and companion websiteWritten for students, researchers, and practitioners who are interested in exploring nonlinearity in time series, Nonlinear Time Series Analysis offers a comprehensive text that explores the advantages and limitations of the nonlinear models and methods and demonstrates the improvements upon linear time series models. , 2018<

2003, ISBN: 2a65a9e361b75b61203a40ae8d9e4d9a

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, determini… More...

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., 2003<

ISBN: 2a65a9e361b75b61203a40ae8d9e4d9a

Nonlinear Time Series Analysis ab 63.49 € als epub eBook: . Aus dem Bereich: eBooks, Fachthemen & Wissenschaft, Wissenschaften allgemein, Medien > Bücher, Cambridge University Press

ISBN: 2a65a9e361b75b61203a40ae8d9e4d9a

Nonlinear Time Series Analysis ab 107.99 € als epub eBook: . Aus dem Bereich: eBooks, Belletristik, Erzählungen, Medien > Bücher, John Wiley & Sons