Nonlinear Dynamics and Statistics
Edited by Alistair I. Mees
in Springer Books from Springer
Date: 2001
ISBN: 978-1-4612-0177-9
References: Add references at CitEc
Citations:
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Chapters in this book:
- Ch Chapter 1 Challenges in Modeling Nonlinear Systems: A Worked Example
- Henry D. I. Abarbanel
- Ch Chapter 10 Embedding Theorems, Scaling Structures, and Determinism in Time Series
- Colleen D. Cutler
- Ch Chapter 11 Consistent Estimation of a Dynamical Map
- Andrew Nobel
- Ch Chapter 12 Extracting Dynamical Behavior via Markov Models
- Gary Froyland
- Ch Chapter 13 Formulas for the Eckmann-Ruelle Matrix
- Timothy D. Sauer
- Ch Chapter 14 Noise and Nonlinearity in an Ecological System
- Paul A. Dixon, Maria J. Milicich and George Sugihara
- Ch Chapter 15 Cluster-Weighted Modeling: Probabilistic Time Series Prediction, Characterization, and Synthesis
- Bernd Schoner and Neil Gershenfeld
- Ch Chapter 16 Data Compression, Dynamics, and Stationarity
- Matthew B. Kennel and Alistair I. Mees
- Ch Chapter 17 Analyzing Nonlinear Dynamical Systems with Nonparametric Regression
- Henning U. Voss
- Ch Chapter 18 Optimization of Embedding Parameters for Prediction of Seizure Onset with Mutual Information
- Alfonso M. Albano, Christopher J. Cellucci, Richard N. Harner and Paul E. Rapp
- Ch Chapter 19 Detection of a Nonlinear Oscillator Underlying Experimental Time Series: The Sunspot Cycle
- Milan Paluš
- Ch Chapter 2 Disentangling Uncertainty and Error: On the Predictability of Nonlinear Systems
- Leonard A. Smith
- Ch Chapter 3 Achieving Good Nonlinear Models: Keep It Simple, Vary the Embedding, and Get the Dynamics Right
- Kevin Judd, Michael Small and Alistair I. Mees
- Ch Chapter 4 Delay Reconstruction: Dynamics versus Statistics
- Jaroslav Stark
- Ch Chapter 5 Some Remarks on the Statistical Modeling of Chaotic Systems
- Dominique Guegan
- Ch Chapter 6 The Identification and Estimation of Nonlinear Stochastic Systems
- Peter Young
- Ch Chapter 7 An Introduction to Monte Carlo Methods for Bayesian Data Analysis
- Christophe Andrieu, Arnaud Doucet and William J. Fitzgerald
- Ch Chapter 8 Constrained Randomization of Time Series for Nonlinearity Tests
- Thomas Schreiber and Andreas Schmitz
- Ch Chapter 9 Removing the Noise from Chaos Plus Noise
- Steven P. Lalley
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-1-4612-0177-9
Ordering information: This item can be ordered from
http://www.springer.com/9781461201779
DOI: 10.1007/978-1-4612-0177-9
Access Statistics for this book
More books in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().