Applied nonlinear time series analysis: applications in physics, physiology and finance
The tools application in the areas: quantitative measures of nonlinear dynamics, Monte-Carlo statistical hypothesis testing, nonlinear modeling. The method of surrogate data. Estimation of correlation dimension. Times series embedding and reconstruction.
Рубрика | Экономико-математическое моделирование |
Вид | книга |
Язык | английский |
Дата добавления | 25.11.2013 |
Размер файла | 12,5 M |
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