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Extracting Knowledge From Time Series

An Introduction to Nonlinear Empirical Modeling

  • Boris P. Bezruchko
  • Dmitry A. Smirnov

Part of the Springer Series in Synergetics book series (SSSYN)

Table of contents

  1. Front Matter
    Pages i-xxi
  2. Models And Forecast

    1. Front Matter
      Pages 1-1
    2. Boris P. Bezruchko, Dmitry A. Smirnov
      Pages 3-23
    3. Boris P. Bezruchko, Dmitry A. Smirnov
      Pages 25-69
    4. Boris P. Bezruchko, Dmitry A. Smirnov
      Pages 71-125
    5. Boris P. Bezruchko, Dmitry A. Smirnov
      Pages 127-147
  3. Modeling From Time Series

    1. Front Matter
      Pages 149-149
    2. Boris P. Bezruchko, Dmitry A. Smirnov
      Pages 151-158
    3. Boris P. Bezruchko, Dmitry A. Smirnov
      Pages 159-200
    4. Boris P. Bezruchko, Dmitry A. Smirnov
      Pages 201-231
    5. Boris P. Bezruchko, Dmitry A. Smirnov
      Pages 233-254
    6. Boris P. Bezruchko, Dmitry A. Smirnov
      Pages 255-273
    7. Boris P. Bezruchko, Dmitry A. Smirnov
      Pages 275-308
    8. Boris P. Bezruchko, Dmitry A. Smirnov
      Pages 309-318
    9. Boris P. Bezruchko, Dmitry A. Smirnov
      Pages 319-348
    10. Boris P. Bezruchko, Dmitry A. Smirnov
      Pages 349-388
  4. Back Matter
    Pages 389-407

About this book

Introduction

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.

Keywords

Stochastic model Stochastic models chaotic signals model equations modeling modeling and forecast nonlinear dynamical systems sets time series analysis

Authors and affiliations

  • Boris P. Bezruchko
    • 1
  • Dmitry A. Smirnov
    • 2
  1. 1.Saratov State UniversitySaratovRussian Federation
  2. 2.Saratov Branch, V.A. Kotel'nikov Institute of Radio EngiRussian Academy of ScienceSaratovRussian Federation

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-12601-7
  • Copyright Information Springer-Verlag Berlin Heidelberg 2010
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Physics and Astronomy
  • Print ISBN 978-3-642-12600-0
  • Online ISBN 978-3-642-12601-7
  • Series Print ISSN 0172-7389
  • Buy this book on publisher's site
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