Nonlinear Time Series Analysis

by Holger Kantz, Thomas Schreiber

The time variability of many natural and social phenomena is not well described by standard methods of data analysis. However, nonlinear time series analysis uses chaos theory and nonlinear dynamics to understand seemingly unpredictable behavior. The results are applied to real data from physics, biology, medicine, and engineering in this volume. Researchers from all experimental disciplines, including physics, the life sciences, and the economy, will find the work helpful in the analysis of real world systems. First Edition Hb (1997): 0-521-55144-7 First Edition Pb (1997): 0-521-65387-8

Genres: Science, Mathematics, Economics, Physics

388 pages, Paperback

First published September 28, 1997

Reviews

[Robert · Rating 4 out of 5]

This book makes an excellent attempt to clearly explain a topic that is conceptually difficult, mathematically obscure (and potentially difficult...) and fraught with pitfalls that have trapped many, many unwary but enthusiastic scientists. The early chapters build on each other logically and provide a usable entry into the field and its practicalities. The later "advanced topics" represent a significant jump in difficulty, requiring a wide range of mathematical techniques that are assumed rather than explained, and are really only a good jumping off point into the wider literature on some really esoteric subjects...

[Riccardo · Rating 4 out of 5]

Essential reading, providing an impressive overview of the field. But the explanations often skip on details and conceptual explanations. Hard read.