Nonlinear Time Series: Computations and Applications 2012

Nonlinear Time Series : Computations and Applications 2012

1 School of Information Science & Technology, East China Normal University, Shanghai 200241, China 2 Department of Mathematics, University of Rome “La Sapienza”, Piazzale Aldo Moro 2, 00185 Rome, Italy 3 Department of Mathematics, University of Salerno, Via Ponte Don Melillo, 84084 Fisciano, Italy 4 Faculty of Engineering, Multimedia University, 63100 Cyberjaya, Selanger, Malaysia 5 College of ...

Nonlinear Time Series Models and Their Extremes, with Hydrological Applications

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 MODELLING: ORDER IDENTIFICATION AND WAVELET FILTERING Abbreviated title: Nonlinear time series modelling

In this paper we discuss an approach for modelling nonlinear time series data based on wavelet smoothing. The technique involves decomposing the series into two components a deterministic component which when extracted by wavelet ̄ltering leaves a random component which can be easily modelled using well known linear time series modelling techniques or by a simple diagonal pure bilinear model dis...