Handbook of Time Series Analysis: Recent Theoretical Developments and Applications

Björn Schelter; Matthias Winterhalder; Jens Timmer

ISBN 10: 3527406239 / ISBN 13: 9783527406234

Published by Wiley-VCH, 2006

About this Item

Oversized hardcover, xviii + 496 pages. Weight 1070g. Cleanly removed title-page, blank labels inside the front board, a thick external black-marker line on upper outer page edges. Book is clean, with unmarked text and firm binding. Short creases in the upper corner of the front board. Issued without a dust jacket. -- This multi-authored handbook provides a comprehensive overview of advanced techniques for analyzing complex, real-world time series, with a particular emphasis on methods originating from nonlinear dynamics and statistical physics. The volume serves as a bridge between standard linear approaches and more sophisticated tools required for data from fields like neuroscience, physiology, and engineering. It is structured to cover key thematic areas, including spectral and wavelet methods for characterizing oscillations, various measures for detecting and quantifying synchronization between signals, and rigorous techniques for establishing causality. A significant portion is dedicated to identifying and characterizing nonlinearity and chaos in experimental data, with practical guidance on methods like state-space reconstruction and surrogate data testing. The book is an essential reference for researchers and graduate students seeking to apply robust, model-based analysis to their data.

Seller Inventory # 011904

Bibliographic Details

• Title: Handbook of Time Series Analysis: Recent Theoretical Developments and Applications
• Publisher: Wiley-VCH
• Publication Date: 2006
• Language: English
• ISBN 10: 3527406239
• ISBN 13: 9783527406234
• Binding: Hardcover
• Edition: 1st Edition
• Condition: Good

About this title

Synopsis

This handbook provides an up-to-date survey of current research topics and applications of time series analysis methods written by leading experts in their fields. It covers recent developments in univariate as well as bivariate and multivariate time series analysis techniques ranging from physics' to life sciences' applications. Each chapter comprises both methodological aspects and applications to real world complex systems, such as the human brain or Earth's climate. Covering an exceptionally broad spectrum of topics, beginners, experts and practitioners who seek to understand the latest developments will profit from this handbook.

About the Author

The Editors are members of the research group "Data Analysis and Modeling of Dynamic Processes in the Life Sciences" at the Center for Data Analysis and Modeling of the University of Freiburg, Germany. In interdisciplinary projects, they develop, investigate and apply mathematical methods to elucidate properties of complex systems in the field of neurology based on multivariate time series.