APPLIED NONLINEAR TIME SERIES ANALYSIS: APPLICATIONS IN PHYSICS, PHYSIOLOGY AND FINANCE (World Scientific Nonlinear Science Series a) - Hardcover

Small, Dr Michael

Hardcover

ISBN 10: 981256117X ISBN 13: 9789812561176

Publisher: World Scientific Publishing Company, 2005

Synopsis

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.

About this title

About the Author

Michael Small is a professor of mathematical modelling and director of the Phenomics and Bioinformatics Research Centre in the School of Mathematics and Statistics at the University of Western Australia (as of October 2011). He was previously an associate professor in the Department of Electronic and Information Engineering at Hong Kong Polytechnic University. His research interests include nonlinear time series, chaos, and complex systems.

Edition details

• Publisher: World Scientific Publishing Company
• Publication date: 2005
• Language: English
• ISBN 10: 981256117X
• ISBN 13: 9789812561176
• Binding: Hardcover
• Number of pages: 260