Nonlinear Time Series Analysis: Methods And Applications

ISBN: 9789810235055 出版年：1999 页码：222 Cees Diks Howell A M Tong World Scientific Publishing Company

Methods of nonlinear time series analysis are discussed from a dynamical systems perspective on the one hand, and from a statistical perspective on the other. After giving an informal overview of the theory of dynamical systems relevant to the analysis of deterministic time series, time series generated by nonlinear stochastic systems and spatio-temporal dynamical systems are considered. Several statistical methods for the analysis of nonlinear time series are presented and illustrated with applications to physical and physiological time series.