Topics in Nonlinear Time Series Analysis

Topics in Nonlinear Time Series Analysis
Author :
Publisher : World Scientific
Total Pages : 368
Release :
ISBN-10 : 9810241488
ISBN-13 : 9789810241483
Rating : 4/5 (483 Downloads)

Book Synopsis Topics in Nonlinear Time Series Analysis by : Andreas Galka

Download or read book Topics in Nonlinear Time Series Analysis written by Andreas Galka and published by World Scientific. This book was released on 2000 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a thorough review of a class of powerful algorithms for the numerical analysis of complex time series data which were obtained from dynamical systems. These algorithms are based on the concept of state space representations of the underlying dynamics, as introduced by nonlinear dynamics. In particular, current algorithms for state space reconstruction, correlation dimension estimation, testing for determinism and surrogate data testing are presented ? algorithms which have been playing a central role in the investigation of deterministic chaos and related phenomena since 1980. Special emphasis is given to the much-disputed issue whether these algorithms can be successfully employed for the analysis of the human electroencephalogram.


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