Extracting Knowledge From Time Series An Introduction to Nonlinear Empirical Modeling /

• Main Authors: Bezruchko, Boris P. (Author), Smirnov, Dmitry A. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2010.
• Series: Springer Series in Synergetics,
• Subjects: Physics.; Physical geography.; Finance.; Economics, Mathematical.; Statistical Physics, Dynamical Systems and Complexity.; Geophysics/Geodesy.; Quantitative Finance.; Game Theory/Mathematical Methods.; Environmental Physics.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-12601-7

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 evolu...

Table of Contents:

• Preface
• Introduction
• The Concept of Model. What is Remarkable in Mathematical Models
• Two Approaches to Modelling and Forecast
• Dynamical (Deterministic) Models of Evolution
• Stochastic Models of Evolution
• Problem Posing in Modelling From Data Series
• Data Series as a Source for Modelling
• Restoration of Explicit Temporal Dependencies
• Moedel 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
• Summary and Outlook
• List of Mathematical Symbols
• List of Real-World Examples
• Bibliography.