Applied Nonlinear Time Series Analysis

Author : Michael Small
Publisher : World Scientific
ISBN 13 : 981256117X
Total Pages : 262 pages
Book Rating : 4.76/5 ( download)

DOWNLOAD NOW!

Download or read book Applied Nonlinear Time Series Analysis written by Michael Small and published by World Scientific. This book was released on 2005 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of photographs focusing on the fading traditions, heritage and culture in County Cork Ireland.

Author : Holger Kantz
Publisher : Cambridge University Press
ISBN 13 : 9780521529020
Total Pages : 390 pages
Book Rating : 4.26/5 ( download)

DOWNLOAD NOW!

Download or read book Nonlinear Time Series Analysis written by Holger Kantz and published by Cambridge University Press. This book was released on 2004 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paradigm of deterministic chaos has influenced thinking in many fields of science. Chaotic systems show rich and surprising mathematical structures. In the applied sciences, deterministic chaos provides a striking explanation for irregular behaviour and anomalies in systems which do not seem to be inherently stochastic. The most direct link between chaos theory and the real world is the analysis of time series from real systems in terms of nonlinear dynamics. Experimental technique and data analysis have seen such dramatic progress that, by now, most fundamental properties of nonlinear dynamical systems have been observed in the laboratory. Great efforts are being made to exploit ideas from chaos theory wherever the data displays more structure than can be captured by traditional methods. Problems of this kind are typical in biology and physiology but also in geophysics, economics, and many other sciences.

Author : Ruey S. Tsay
Publisher : John Wiley & Sons
ISBN 13 : 1119264073
Total Pages : 512 pages
Book Rating : 4.71/5 ( download)

DOWNLOAD NOW!

Download or read book Nonlinear Time Series Analysis written by Ruey S. Tsay and published by John Wiley & Sons. This book was released on 2018-09-14 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear state-space models, and Bayesian as well as classical approaches to nonlinear time series analysis. The authors—noted experts in the field—explore the advantages and limitations of the nonlinear models and methods and review the improvements upon linear time series models. The need for this book is based on the recent developments in nonlinear time series analysis, statistical learning, dynamic systems and advanced computational methods. Parametric and nonparametric methods and nonlinear and non-Gaussian state space models provide a much wider range of tools for time series analysis. In addition, advances in computing and data collection have made available large data sets and high-frequency data. These new data make it not only feasible, but also necessary to take into consideration the nonlinearity embedded in most real-world time series. This vital guide: • Offers research developed by leading scholars of time series analysis • Presents R commands making it possible to reproduce all the analyses included in the text • Contains real-world examples throughout the book • Recommends exercises to test understanding of material presented • Includes an instructor solutions manual and companion website Written for students, researchers, and practitioners who are interested in exploring nonlinearity in time series, Nonlinear Time Series Analysis offers a comprehensive text that explores the advantages and limitations of the nonlinear models and methods and demonstrates the improvements upon linear time series models.

Author : Randal Douc
Publisher : CRC Press
ISBN 13 : 1466502347
Total Pages : 548 pages
Book Rating : 4.45/5 ( download)

DOWNLOAD NOW!

Download or read book Nonlinear Time Series written by Randal Douc and published by CRC Press. This book was released on 2014-01-06 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text emphasizes nonlinear models for a course in time series analysis. After introducing stochastic processes, Markov chains, Poisson processes, and ARMA models, the authors cover functional autoregressive, ARCH, threshold AR, and discrete time series models as well as several complementary approaches. They discuss the main limit theorems for Markov chains, useful inequalities, statistical techniques to infer model parameters, and GLMs. Moving on to HMM models, the book examines filtering and smoothing, parametric and nonparametric inference, advanced particle filtering, and numerical methods for inference.

Author : Ray Huffaker
Publisher : Oxford University Press
ISBN 13 : 0191085790
Total Pages : 312 pages
Book Rating : 4.96/5 ( download)

DOWNLOAD NOW!

Download or read book Nonlinear Time Series Analysis with R written by Ray Huffaker and published by Oxford University Press. This book was released on 2017-10-20 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear Time Series Analysis with R provides a practical guide to emerging empirical techniques allowing practitioners to diagnose whether highly fluctuating and random appearing data are most likely driven by random or deterministic dynamic forces. It joins the chorus of voices recommending 'getting to know your data' as an essential preliminary evidentiary step in modelling. Time series are often highly fluctuating with a random appearance. Observed volatility is commonly attributed to exogenous random shocks to stable real-world systems. However, breakthroughs in nonlinear dynamics raise another possibility: highly complex dynamics can emerge endogenously from astoundingly parsimonious deterministic nonlinear models. Nonlinear Time Series Analysis (NLTS) is a collection of empirical tools designed to aid practitioners detect whether stochastic or deterministic dynamics most likely drive observed complexity. Practitioners become 'data detectives' accumulating hard empirical evidence supporting their modelling approach. This book is targeted to professionals and graduate students in engineering and the biophysical and social sciences. Its major objectives are to help non-mathematicians — with limited knowledge of nonlinear dynamics — to become operational in NLTS; and in this way to pave the way for NLTS to be adopted in the conventional empirical toolbox and core coursework of the targeted disciplines. Consistent with modern trends in university instruction, the book makes readers active learners with hands-on computer experiments in R code directing them through NLTS methods and helping them understand the underlying logic (please see www.marco.bittelli.com). The computer code is explained in detail so that readers can adjust it for use in their own work. The book also provides readers with an explicit framework — condensed from sound empirical practices recommended in the literature — that details a step-by-step procedure for applying NLTS in real-world data diagnostics.

Author : Jan G. De Gooijer
Publisher : Springer
ISBN 13 : 3319432524
Total Pages : 618 pages
Book Rating : 4.26/5 ( download)

DOWNLOAD NOW!

Download or read book Elements of Nonlinear Time Series Analysis and Forecasting written by Jan G. De Gooijer and published by Springer. This book was released on 2017-03-30 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible, major supporting concepts and specialized tables are appended at the end of every chapter. In addition, each chapter concludes with a set of key terms and concepts, as well as a summary of the main findings. Lastly, the book offers numerous theoretical and empirical exercises, with answers provided by the author in an extensive solutions manual.

Author : Michael Small
Publisher : World Scientific
ISBN 13 : 981448122X
Total Pages : 261 pages
Book Rating : 4.29/5 ( download)

DOWNLOAD NOW!

Download or read book Applied Nonlinear Time Series Analysis: Applications In Physics, Physiology And Finance written by Michael Small and published by World Scientific. This book was released on 2005-03-28 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Jiti Gao
Publisher : CRC Press
ISBN 13 : 1420011219
Total Pages : 249 pages
Book Rating : 4.10/5 ( download)

DOWNLOAD NOW!

Download or read book Nonlinear Time Series written by Jiti Gao and published by CRC Press. This book was released on 2007-03-22 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twenty years. Recent studies show that semiparametric methods and models may be applied to solve dimensionality reduction problems arising from using fully

Author : Achintya Mukhopadhyay
Publisher : Springer Nature
ISBN 13 : 9811505365
Total Pages : 526 pages
Book Rating : 4.62/5 ( download)

DOWNLOAD NOW!

Download or read book Dynamics and Control of Energy Systems written by Achintya Mukhopadhyay and published by Springer Nature. This book was released on 2019-10-14 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent advances in dynamics and control of different types of energy systems. It covers research on dynamics and control in energy systems from different aspects, namely, combustion, multiphase flow, nuclear, chemical and thermal. The chapters start from the basic concepts so that this book can be useful even for researchers with very little background in the area. A dedicated chapter provides an overview on the fundamental aspects of the dynamical systems approach. The book will be of use to researchers and professionals alike.

Author : Jianqing Fan
Publisher : Springer Science & Business Media
ISBN 13 : 0387693955
Total Pages : 565 pages
Book Rating : 4.58/5 ( download)

DOWNLOAD NOW!

Download or read book Nonlinear Time Series written by Jianqing Fan and published by Springer Science & Business Media. This book was released on 2008-09-11 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time series analysis. Such a book will benefit researchers and practitioners in various fields such as econometricians, meteorologists, biologists, among others who wish to learn useful time series methods within a short period of time. The book also intends to serve as a reference or text book for graduate students in statistics and econometrics.