Nonlinear Dynamics and Time Series
Auteur : Colleen Diane Cutler, Daniel Kaplan
Date de publication : 1997
Éditeur : American Mathematical Society
Nombre de pages : 252
Résumé du livre
Tools for the analysis of chaotic data / Henry D.I. Abarbanel -- Some comments on nonlinear time series analysis / Howell Tong -- A general approach to predictive and fractal scaling dimensions in discrete-index time series / Collen D. Cutler -- Statistics for continuity and differentiability : an application to attractor reconstruction from time series / Louis M. Pecora, Thomas L. Carroll and James F. Heagy -- Reconstruction of integrate-and-fire dyanmics / Tim Sauer -- On the validity of the method of surrogate data / Kung-sik Chan -- Using "surrogate surrogate data" to calibrate the actual rate of false positives in tests for nonlinearity in time series / James Theiler and Deal Prichard -- Chaos with confidence : asymptotics and applications of local Lyapunov exponents / Barbara A. Bailey, Stephen Ellner and Douglas W. Nychka -- Estimating local Lyapunov exponents / Zhan-Qian Lu and Richard L. Smith -- Defining and measuring long-range dependence / Peter Hall -- Modelling nonlinearity and long memory in time series / Peter M. Robinson and Paolo Zaffaroni -- Ergodic distributions of random dynamical systems / L. Mark Berliner, Steven N. MacEachern and Catherine Scipione Forbes -- Detecting structure in noise / Lisa Borland -- Characterizing nonlinearity in weather and epilepsy data : a personal view / Martin C. Casdagli -- Assessment of linear and nonlinear correlations between neural firing events / Andr(c)♭ Longtin and Daniel M. Racicot -- Markov chain methods in the analysis of heart rate variability / Stephen J. Merrill and John R. Cochran