Applied nonlinear time series analysis : applications in physics, physiology and finance
Nonlinear theories Time-series analysis Série chronologique Théories non linéaires MATHEMATICS sähkökirjat
World Scientific
2005
EISBN 9789812567772
Time series embedding and reconstruction.
Dynamic measures and topological invariants.
Estimation of correlation dimension.
The method of surrogate data.
Non-standard and non-linear surrogates.
Identifying the dynamics.
Applications.
Dynamic measures and topological invariants.
Estimation of correlation dimension.
The method of surrogate data.
Non-standard and non-linear surrogates.
Identifying the dynamics.
Applications.
