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

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World Scientific, 2005 - Science - 245 pages
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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, MonteOCoCarlo 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."
 

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Contents

Preface
1
Dynamic measures and topological invariants
47
Estimation of correlation dimension
85
The method of surrogate data
115
Nonstandard and nonlinear surrogates
149
ministic?
168
Identifying the dynamics
179
Applications
223
Bibliography
229
Index
241
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