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.