Applied Nonlinear Time Series Analysis: Applications In Physics, Physiology And Finance (World Scientific Series On Nonlinear Science, Series A)
Applied Nonlinear Time Series Analysis: Applications in Physics, Physiology and Finance (World Scientific Series on Nonlinear Science, Series a)
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 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...