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Nonlinear Time Series Analysis - Kantz, Holger, and Schreiber, Thomas
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Deterministic chaos provides a novel framework for the analysis of irregular time series. Traditionally, nonperiodic signals are modeled by linear stochastic processes. But even very simple chaotic dynamical systems can exhibit strongly irregular time evolution without random inputs. Chaos theory offers completely new concepts and algorithms for time series analysis which can lead to a thorough understanding of the signal. The book introduces a broad choice of such concepts and methods, including phase space embeddings, ...

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Nonlinear Time Series Analysis 2004, Cambridge University Press, Cambridge

ISBN-13: 9780521529020

2nd Revised edition

Trade paperback

Nonlinear Time Series Analysis 1999, Cambridge University Press, Cambridge

ISBN-13: 9780521653879

Trade paperback

Nonlinear Time Series Analysis 1997, Cambridge University Press, Cambridge

ISBN-13: 9780521551441

Hardcover