Nonlinear Time Series 2013

Nonlinear Time Series Analysis

Nonlinear Time Series Analysis

This book represents a modern approach to time series analysis which is based on the theory of dynamical systems. It starts from a sound outline of the underlying theory to arrive at very practical issues, which are illustrated using a large number of empirical data sets taken from various fields. This book will hence be highly useful for scientists and engineers from all disciplines who study ...

Nonlinear Time Series , Complexity Theory

We would like to thank Michelle Barnes, Craig Hiemstra and Blake LeBaron for their helpful comments. The usual disclaimer applies.

Nonlinear Dynamics Time Series Analysis

Much of what is known about physiological systems has been learned using linear system theory. However, many biomedical signals are apparently random or aperiodic in time. Traditionally, the randomness in biological signals has been ascribed to noise or interactions between very large numbers of constituent components. One of the most important mathematical discoveries of the past few decades i...

Some Nonlinear Time-series Models

Well-known Box-Jenkins Autoregressive integrated moving average (ARIMA) methodology has virtually dominated analysis of time-series data since 1930s. However, it is applicable to only those data that are either stationary or can be made so. Another limitation is that the resultant model is “Linear”. During the last two decades or so, the area of “Nonlinear time-series” is rapidly growing. Here,...