Research Catalog

Title

• Extracting knowledge from time series : an introduction to nonlinear empirical modeling / Boris P. Bezruchko, Dmitry A. Smirnov.

Author

Bezruchko, Boris P.

Publication

Heidelberg ; New York : Springer, c2010.

Items in the Library & Off-site

Holdings

Details

Additional Authors

Smirnov, Dmitry A.

Description

xxi, 405 p. : ill.; 24 cm.

Summary

This book addresses the fundamental question of how to construct mathematical models for the evolution of dynamical systems from experimentally-obtained time series. It places emphasis on chaotic signals and nonlinear modeling and discusses different approaches to the forecast of future system evolution. In particular, it teaches readers how to construct difference and differential model equations depending on the amount of a priori information that is available on the system in addition to the experimental data sets. This book will benefit graduate students and researchers from all natural sciences who seek a self-contained and thorough introduction to this subject.

Series Statement

• Springer complexity
• Springer series in synergetics, 0172-7389

Uniform Title

• Springer complexity
• Springer series in synergetics
• Springer series in synergetics (Unnumbered)

Subject

• Chaotic behavior in systems > Mathematical models
• Economics, Mathematical
• Environmental Physics
• Finance
• Game Theory/Mathematical Methods
• Geophysics/Geodesy
• Physical geography
• Physics
• Quantitative Finance
• Statistical Physics, Dynamical Systems and Complexity
• Synergetics

Bibliography (note)

• Includes bibliographical references and index.

Processing Action (note)

• committed to retain

Contents

Models and forecast -- The concepts of model, whta is remarkable in mathematical models -- Two approaches to modelling and forecast -- Dynamical (Deterministic) models of evolution -- Stochastic of evolution -- Modelling from time series -- Problem posing in modelling from data series -- Data series as a source for modelling -- Restoration of explicit temporal dependencies -- Model equations, parameter estimation -- Model equations, restoration of equivalent characteristics -- Model equations, black box reconstruction -- Practical applications of empirical modelling -- Identification of directional couplings -- Outdoor examples.

ISBN

• 9783642126000 (hbk.)
• 3642126006 (hbk.)
• 9783642126017 (e-ISBN)
• 3642126014 (e-ISBN)

OCLC

642291089

Owning Institutions

Harvard Library