Applied Nonlinear Time Series Analysis : Applications in Physics, Physiology and Finance

Key Features:Despite standard nonlinear modeling methods (neural networks, radial basis functions and so on) being the subject of numerous excellent texts, this book focuses on finding the best model and how to determine when a given model is "good enough"Several new, state-of-the-art methods to circumvent the problems of standard methods are described and demonstrated to have useful applicationsSurrogate data methods are extended beyond the linear domain to provide useful tests of several classes of nonlinear systems.

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Year of publication:	2005
Authors:	Small, Michael W.
Publisher:	Singapore : World Scientific Publishing Co Pte Ltd
Subject:	Zeitreihenanalyse \| Time series analysis \| Nichtlineare Regression \| Nonlinear regression \| Theorie \| Theory \| Nichtlineare Zeitreihenanalyse
Description of contents:	Description [zbmath.org]