APPLIED NONLINEAR TIME SERIES ANALYSIS: APPLICATIONS IN PHYSICS, PHYSIOLOGY AND FINANCE by Michael Small

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APPLIED NONLINEAR TIME SERIES ANALYSIS: APPLICATIONS IN PHYSICS, PHYSIOLOGY AND FINANCE by Michael Small

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.

Michael Small is assistant deputy minister, Human Resources, of the Department of Foreign Affairs and International Trade. He has served as a diplomat in Malaysia, Brazil, Costa Rica, and Mexico and was Canadian ambassador to Cuba from 2000 to 2003. He is a fellow of the Weatherhead Center for International Affairs at Harvard University.

SKU Unavailable
ISBN 13 9789812561176
ISBN 10 981256117X
Title APPLIED NONLINEAR TIME SERIES ANALYSIS: APPLICATIONS IN PHYSICS, PHYSIOLOGY AND FINANCE
Author Michael Small
Series World Scientific Series On Nonlinear Science Series A
Condition Unavailable
Binding Type Hardback
Publisher World Scientific Publishing Co Pte Ltd
Year published 2005-03-28
Number of pages 260
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.