Non-linear and Non-stationary Time Series Analysis

Non-linear and Non-stationary Time Series Analysis PDF Author: Maurice Bertram Priestley
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 250

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Book Description

Non-linear and Non-stationary Time Series Analysis

Non-linear and Non-stationary Time Series Analysis PDF Author: Maurice Bertram Priestley
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 250

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Book Description


Non-linear and Non-stationary Time Series Analysis

Non-linear and Non-stationary Time Series Analysis PDF Author: M. B. Priestley
Publisher:
ISBN: 9780125649117
Category : Nonlinear theories
Languages : en
Pages : 237

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Book Description


Nonlinear Time Series Analysis

Nonlinear Time Series Analysis PDF Author: Holger Kantz
Publisher: Cambridge University Press
ISBN: 9780521529020
Category : Mathematics
Languages : en
Pages : 390

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Book Description
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.

Nonlinear and Nonstationary Signal Processing

Nonlinear and Nonstationary Signal Processing PDF Author: W. J. Fitzgerald
Publisher: Cambridge University Press
ISBN: 9780521800440
Category : Mathematics
Languages : en
Pages : 510

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Book Description
Signal processing, nonlinear data analysis, nonlinear time series, nonstationary processes.

Topics In Nonlinear Time Series Analysis, With Implications For Eeg Analysis

Topics In Nonlinear Time Series Analysis, With Implications For Eeg Analysis PDF Author: Andreas Galka
Publisher: World Scientific
ISBN: 9814493929
Category : Science
Languages : en
Pages : 360

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Book Description
This book provides a thorough review of a class of powerful algorithms for the numerical analysis of complex time series data which were obtained from dynamical systems. These algorithms are based on the concept of state space representations of the underlying dynamics, as introduced by nonlinear dynamics. In particular, current algorithms for state space reconstruction, correlation dimension estimation, testing for determinism and surrogate data testing are presented — algorithms which have been playing a central role in the investigation of deterministic chaos and related phenomena since 1980. Special emphasis is given to the much-disputed issue whether these algorithms can be successfully employed for the analysis of the human electroencephalogram.

Nonlinear Time Series

Nonlinear Time Series PDF Author: Randal Douc
Publisher: CRC Press
ISBN: 1466502347
Category : Mathematics
Languages : en
Pages : 548

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Book Description
This text emphasizes nonlinear models for a course in time series analysis. After introducing stochastic processes, Markov chains, Poisson processes, and ARMA models, the authors cover functional autoregressive, ARCH, threshold AR, and discrete time series models as well as several complementary approaches. They discuss the main limit theorems for Markov chains, useful inequalities, statistical techniques to infer model parameters, and GLMs. Moving on to HMM models, the book examines filtering and smoothing, parametric and nonparametric inference, advanced particle filtering, and numerical methods for inference.

Nonlinear Time Series Analysis

Nonlinear Time Series Analysis PDF Author: Holger Kantz
Publisher: Cambridge University Press
ISBN: 1139440438
Category : Science
Languages : en
Pages : 390

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Book Description
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.

Forecasting: principles and practice

Forecasting: principles and practice PDF Author: Rob J Hyndman
Publisher: OTexts
ISBN: 0987507117
Category : Business & Economics
Languages : en
Pages : 380

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Book Description
Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.

Statistics in Volcanology

Statistics in Volcanology PDF Author: Heidy M. Mader
Publisher: Geological Society of London
ISBN: 9781862392083
Category : Nature
Languages : en
Pages : 304

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Book Description
Statistics in Volcanology is a comprehensive guide to modern statistical methods applied in volcanology written by today's leading authorities. The volume aims to show how the statistical analysis of complex volcanological data sets, including time series, and numerical models of volcanic processes can improve our ability to forecast volcanic eruptions. Specific topics include the use of expert elicitation and Bayesian methods in eruption forecasting, statistical models of temporal and spatial patterns of volcanic activity, analysis of time series in volcano seismology, probabilistic hazard assessment, and assessment of numerical models using robust statistical methods. Also provided are comprehensive overviews of volcanic phenomena, and a full glossary of both volcanological and statistical terms. Statistics in Volcanology is essential reading for advanced undergraduates, graduate students, and research scientists interested in this multidisciplinary field.

Non-linear and Non-stationary Time Series

Non-linear and Non-stationary Time Series PDF Author: Maurice Bertram Priestley
Publisher:
ISBN:
Category : Time-series analysis
Languages : en
Pages : 237

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Book Description