Chaos and Time-Series Analysis

نویسنده

  • Julien Clinton Sprott
چکیده

This book is the most comprehensive and clear text for learning dynamics and many related topics of fractals and complexity that I have encountered. I t is appropriate for both classroom use, and for scientists working in a wide variety of fields. The emphasis is on concepts and applications rather than proofs and derivations. I t is ' hands-on' , with practical exercises and a programming proj ect in each chapter. Dynamics programs, such as Berk eley Madonna (M acey, Oster, & Zahnley, 2000) or those by Sprott and Rowlands (1995) are most useful for additional explorations. There are three appendices. The first is a catalog of common chaotic systems, each with a graph, equations, typical parametric values and initial conditions, Lyapunov exponents, Kaplan-Yorke dimension, correlation dimension, and a maj or reference. The second appendix gives useful mathematical formulas. The third is a list of relevant j ournals. There are 715 bibliographic entries and 298 figures. There is an excellent support website with color versions of many of the figures and much supplementary and updated information (including answers to some of the exercises) at http: / / sprott.physics.wisc.edu/ chaostsa/. The I ntroduction (Chapter 1) mentions several examples of chaotic astronomical, physical, and nonphysical systems, many with photographs and diagrams. There is also a section on electrical circuits, which are of value whether one is intrinsically interested in electronic circuits or not. Some circuits can be easily and inexpensively constructed. A nice aspect of the book is the inclusion of brief footnotes on individuals. The programming proj ect concerns the logistic equation. The first exercise to derive a set of four first-order ordinary differential equations for the three-body problem is one on which many have spent much time since Poincaré first stumbled over it. I found myself trying to

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Chaotic Analysis and Prediction of River Flows

Analyses and investigations on river flow behavior are major issues in design, operation and studies related to water engineering. Thus, recently the application of chaos theory and new techniques, such as chaos theory, has been considered in hydrology and water resources due to relevant innovations and ability. This paper compares the performance of chaos theory with Anfis model and discusses ...

متن کامل

Investigating Chaos in Tehran Stock Exchange Index

Modeling and analysis of future prices has been hot topic for economic analysts in recent years. Traditionally, the complex movements in the prices are usually taken as random or stochastic process. However, they may be produced by a deterministic nonlinear process. Accuracy and efficiency of economic models in the short period forecasting is strategic and crucial for business world. Nonlinear ...

متن کامل

River Discharge Time Series Prediction by Chaos Theory

The application of chaos theory in hydrology has been gaining considerable interest in recent years.Based on the chaos theory, the random seemingly series can be attributed to deterministic rules. Thedynamic structures of the seemingly complex processes, such as river flow variations, might be betterunderstood using nonlinear deterministic chaotic models than the stochastic ones. In this paper,...

متن کامل

A Novel Fuzzy Based Method for Heart Rate Variability Prediction

Abstract In this paper, a novel technique based on fuzzy method is presented for chaotic nonlinear time series prediction. Fuzzy approach with the gradient learning algorithm and methods constitutes the main components of this method. This learning process in this method is similar to conventional gradient descent learning process, except that the input patterns and parameters are stored in mem...

متن کامل

Forecasting Petroleum Production Using Chaos Time Series Analysis and Fuzzy Clustering

Forecasting of petroleum production time series is a key task underlying scheduling of oil refinery production. In turn, forecasting requires analysing whether time series exhibits chaotic behavior. In this paper we consider chaos analysis based forecasting of time series of gasoline and diesel production. Chaos analysis is based on Lyapunov exponents and includes determination of optimal value...

متن کامل

A Novel Method for Detection of Epilepsy in Short and Noisy EEG Signals Using Ordinal Pattern Analysis

Introduction: In this paper, a novel complexity measure is proposed to detect dynamical changes in nonlinear systems using ordinal pattern analysis of time series data taken from the system. Epilepsy is considered as a dynamical change in nonlinear and complex brain system. The ability of the proposed measure for characterizing the normal and epileptic EEG signals when the signal is short or is...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2003