Extracting knowledge from time series:an introduction to nonlinear empirical modeling

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Bibliographic Details
Main Authors: Bezruchko Boris P.
Corporate Authors: SpringerLink (Online service)
Group Author: Smirnov Dmitry A.
Published: Springer,
Publisher Address: Berlin London
Publication Dates: c2010.
Literature type: Book
Language: English
Series: Springer complexity
Subjects:
Online Access: http://dx.doi.org/10.1007/978-3-642-12601-7
Carrier Form: 1 online resource (xxi, 405 p.): ill.
ISBN: 9783642126017 (electronic bk.)
3642126014 (electronic bk.)
Index Number: O415
CLC: O415.2
Contents: Includes bibliographical references and index.
Springer Complexity; Preface; Introduction; Contents; Some Abbreviations and Notations; Part I Models and Forecast; Chapter 1 The Concept of Model. What is Remarkable in Mathematical Models; Chapter 2 Two Approaches to Modelling and Forecast; Chapter 3 Dynamical (Deterministic) Models of Evolution; Chapter 4 Stochastic Models of Evolution; Part II Modelling from Time Series; Chapter 5 Problem Posing in Modelling from Data Series; Chapter 6 Data Series as a Source for Modelling; Chapter 7 Restoration of Explicit Temporal Dependencies; Chapter 8 Model Equations: Parameter Estimation.
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 sc.